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Rothenberg, Thomas J.
Abadir, Karim M.
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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ECONIS (ZBW)
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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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