The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators |
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The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (English)
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4 July 2016
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finite-sample bias
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Monte Carlo simulation
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nonstationary time series
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response surface
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vector autoregression
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