The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969)
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scientific article; zbMATH DE number 6600552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators |
scientific article; zbMATH DE number 6600552 |
Statements
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (English)
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4 July 2016
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finite-sample bias
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Monte Carlo simulation
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nonstationary time series
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response surface
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vector autoregression
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0.84404624
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0.8393485
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0.8392503
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0.8351321
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0.83311987
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0.83267117
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