less data. The choice of survey mode, therefore, involves a potential tradeoff between bias and variance of estimators. I …

We analyze the properties of various methods for bias-correcting parameter estimates in both stationary and non …-stationary vector autoregressive models. First, we show that two analytical bias formulas from the existing literature are in fact … identical. Next, based on a detailed simulation study, we show that when the model is stationary this simple bias formula …