The Influence of VAR Dimensions on Estimator Biases
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Publication:4530936
DOI10.1111/1468-0262.00008zbMath1056.62527OpenAlexW3125839856MaRDI QIDQ4530936
Karim M. Abadir, Elias Tzavalis, Kaddour Hadri
Publication date: 28 May 2002
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1468-0262.00008
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