Bias-Correction in Vector Autoregressive Models : A Simulation Study
Year of publication: |
2011
|
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Authors: | Engsted, Tom |
Other Persons: | Pedersen, Thomas Quistgaard (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Simulation | VAR-Modell | VAR model | Theorie | Theory |
Extent: | 1 Online-Ressource (33 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 11, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1838373 [DOI] |
Classification: | C13 - Estimation ; C32 - Time-Series Models |
Source: | ECONIS - Online Catalogue of the ZBW |
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