Pages that link to "Item:Q2512351"

The following pages link to Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351):

Displaying 4 items.

• Asymmetric adjustment and bias in estimation of an equilibrium relationship from a cointegrating regression (Q1397402) (← links)
• The ability to correct the bias in the stable AD(1,1) model with a feedback effect (Q1659112) (← links)
• When bias contributes to variance: true limit theory in functional coefficient cointegrating regression (Q2682958) (← links)
• Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)