Does the biased coefficient problem plague the VAR model?
Yunyun Lv
Year of publication: |
April 2017
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Authors: | Lv, Yunyun |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 3, p. 454-463
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Subject: | Impulse Response Functions | The Biased Estimated Coefficients | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | VAR-Modell | VAR model | Schätzung | Estimation |
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