The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
| Year of publication: |
2009
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|---|---|
| Authors: | Lawford, Steve ; Stamatogiannis, Michalis P. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 1848616. - Vol. 148.2009, 2, p. 124-131
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