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The Influence of VAR Dimensions on Estimator Biases
Author(s) -
Abadir Karim M.,
Hadri Kaddour,
Tzavalis Elias
Publication year - 1999
Publication title -
econometrica
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 16.7
H-Index - 199
eISSN - 1468-0262
pISSN - 0012-9682
DOI - 10.1111/1468-0262.00008
Subject(s) - library science , schools of economic thought , estimator , sociology , economics , mathematics , statistics , computer science , neoclassical economics
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