[R] Hurwicz Bias Correction

[ivo welch]

Dear Experts---Sorry, I need some help again.  I need a very fast
estimator for small sample time-series in which the autocoefficient
can be anything between 0 and 2 (i.e., even beyond the unit-root).  I
think this means that I will need to run OLS.  Of course, this means
that I will run into the Hurwicz bias.  So I am wondering whether
there is a reasonably fast approximate correction for the
autocoefficient, presumably as a function of N, Var(x), and estimated
a, b, and Var(e).   Even a function with some reasonable amount of
lookup would be ok.  (I have searched google and found nothing.)
Pointers appreciated.

sincerely,  /iaw