The influence of VAR dimensions on estimator biases

Kaddour Hadri

Research output: Contribution to journalArticle

57 Citations (Scopus)
Original languageEnglish
Pages (from-to)163-181
Number of pages19
JournalEconometrica
Volume67( 1)
Issue number1
Publication statusPublished - 1999

ASJC Scopus subject areas

  • Economics and Econometrics
  • Mathematics (miscellaneous)
  • Statistics and Probability
  • Social Sciences (miscellaneous)

Cite this