The Influence of VAR Dimensions on Estimator Biases
| Year of publication: |
1999
|
|---|---|
| Authors: | Abadir, Karim M. ; Hadri, Kaddour ; Tzavalis, Elias |
| Published in: |
Econometrica. - Econometric Society. - Vol. 67.1999, 1, p. 163-182
|
| Publisher: |
Econometric Society |