Estimation bias and bias correction in reduced rank autoregressions (Q5860917)
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scientific article; zbMATH DE number 7484458
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation bias and bias correction in reduced rank autoregressions |
scientific article; zbMATH DE number 7484458 |
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Estimation bias and bias correction in reduced rank autoregressions (English)
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4 March 2022
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bias correction
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bootstrap
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cointegration
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estimation bias
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stochastic approximation
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vector autoregression
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