The influence of VAR dimensions on estimator biases

被引：47

作者：

Abadir, KM

Hadri, K

Tzavalis, E

机构：

来源：

ECONOMETRICA | 1999年 / 67卷 / 01期

关键词：

D O I：

10.1111/1468-0262.00008

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：163 / 181

页数：19

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