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The Influence of VAR Dimensions on Estimator Biases

Econometrica, 67(1): 163--181, 1999.
Authors: Karim M. Abadir and Kaddour Hadri and Elias Tzavalis
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00008
Tags: imported
| URL | BibTeX  
@article{Abadir1999,
title = {The Influence of VAR Dimensions on Estimator Biases},
author = {Karim M. Abadir and Kaddour Hadri and Elias Tzavalis},
day = {01},
journal = {Econometrica},
month = {Jan},
note = {doi: 10.1111/1468-0262.00008},
number = {1},
pages = {163--181},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/1468-0262.00008},
volume = {67},
year = {1999},
keywords = {imported }
}