A comparative simulation study of ar(1) estimators in short time series

HIGHLIGHTS

  • who: Tanja Krone from the Heymans Institute for Psychological Research, Psychometrics and Statistics, Grote Kruisstraat, TS Groningen, The Netherlands have published the paper: A comparative simulation study of AR(1) estimators in short time series, in the Journal: (JOURNAL)
  • what: The authors compare their performance in estimating the autocorrelation in short time series. In Study under correct model specification the authors compare the frequentist r1 estimator C-statistic ordinary least squares estimator (OLS) and maximum likelihood estimator (MLE) and a Bayesian method considering flat (Bf) and symmetrized reference (Bsr) priors. The authors discuss two studies . . .

     

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