Correction for finite sample coefficients in autoregressive model

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Quantopic 2013-5-2

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https://ww2.mathworks.cn/matlabcentral/answers/74427-correction-for-finite-sample-coefficients-in-autoregressive-model

关闭： MATLAB Answer Bot 2021-8-20

Dear matlab users, I'm trying to run an autoregressive model with the correction of finite sample coefficients. The model is based on Shaman & Stine's paper "The bias of autoregressive coefficient estimators". I didn't find anything about the command procedure I have to use on toolboxes. Does someone knows the procedure or the commands? Thanks a lot!