Browsing by Subject Finite-sample bias; Monte Carlo simulation; Nonstationary
Showing results 1 to 1 of 1
Issue Date | Title | Author(s) |
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2004 | The Finite-Sample Effects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators: Purely Nonstationary Case | Lawford, S; Stamatogiannis, M P |