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st: re:median-unbiased estimation


From   kywoo@hksyc.edu
To   statalist@hsphsun2.harvard.edu
Subject   st: re:median-unbiased estimation
Date   Sat, 7 Oct 2006 12:26:57 +0800

Dear Stata users,

Could anyone be eager to share codes to implement the median-unbiased 
estimation of Andrews (1993) or Andrews and Chen (1994) with me, please? 

i would acknowledge your programs and contribution to my work. 

Andrews (1993), Exactly median unbiased estimation of first order 
autoregressive/unit root models, Econometrica, 61, 139-165;

Adrews and chen, 1994, Approximately median-unbiased estimation of 
autoregressive models, J. of Business and economic statiscs, 12, 187-204.

Many thanks in advance. 

regards,

Kai-Yin Woo
Assistant Prof. 
Hong Kong Shue Yan College,
Hong Kong.


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