Estimation bias and bias correction in reduced rank autoregressions (Q5860917)
From MaRDI portal
scientific article; zbMATH DE number 7484458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation bias and bias correction in reduced rank autoregressions |
scientific article; zbMATH DE number 7484458 |
Statements
Estimation bias and bias correction in reduced rank autoregressions (English)
0 references
4 March 2022
0 references
bias correction
0 references
bootstrap
0 references
cointegration
0 references
estimation bias
0 references
stochastic approximation
0 references
vector autoregression
0 references
0 references
0 references
0 references
0 references
0 references
0 references
