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The influence of VAR dimensions on estimator biases
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-181
Persistent link: https://www.econbiz.de/10001256083
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The influence of VAR dimensions on estimator biases : comment
Doornik, Jurgen A.; Nielsen, Bent; Rothenberg, Thomas J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 377-383
Persistent link: https://www.econbiz.de/10001731136
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Rejoinder to comment Doornik, Nielsen, and Rothenberg
Abadir, Karim Maher; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386
Persistent link: https://www.econbiz.de/10001731138
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NOTES AND COMMENTS: - The Influence of VAR Dimensions on Estimator Biases
Abadir, Karim M.; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 67 (1999) 1, pp. 163-182
Persistent link: https://www.econbiz.de/10006786512
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NOTES AND COMMENTS - Rejoinder to Comment by Doornik, Nielsen, and Rothenberg
Abadir, Karim M.; Hadri, Kaddour; Tzavalis, Elias - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 1, pp. 385-386
Persistent link: https://www.econbiz.de/10006764268