Narrow search
Showing 1 - 4 of 4
Cover Image
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10003833748
Cover Image
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-130
Persistent link: https://www.econbiz.de/10008175050
Cover Image
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Lawford, Steve; Stamatogiannis, Michalis P. - In: Journal of econometrics 148 (2009) 2, pp. 124-131
Persistent link: https://www.econbiz.de/10008890772
Cover Image
Taking stock of long-horizon predictability tests : are factor returns predictable?
Kostakis, Alexandros; Magdalinos, Tassos; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-25
Persistent link: https://www.econbiz.de/10014471823