Does the biased coefficient problem plague the VAR model?
Yunyun Lv
| Year of publication: |
April 2017
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| Authors: | Lv, Yunyun |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 3, p. 454-463
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| Subject: | Impulse Response Functions | The Biased Estimated Coefficients | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2017.73034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011674275