The influence of VAR dimensions on estimator biases

Authors
Abadir, KM Hadri, K Tzavalis, E
Citation
Km. Abadir et al., The influence of VAR dimensions on estimator biases, ECONOMETRIC, 67(1), 1999, pp. 163-181
Citations number
28
Categorie Soggetti
Economics
Journal title
ECONOMETRICA
ISSN journal
00129682 → ACNP
Volume
67
Issue
1
Year of publication
1999
Pages
163 - 181
Database
ISI
SICI code
0012-9682(199901)67:1<163:TIOVDO>2.0.ZU;2-6