Pages that link to "Item:Q4530936"
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The following pages link to The Influence of VAR Dimensions on Estimator Biases (Q4530936):
Displayed 14 items.
- The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators (Q301969) (← links)
- Long-run exclusion and the determination of cointegrating rank: Monte Carlo evidence (Q551471) (← links)
- Structural analysis of vector error correction models with exogenous \(I(1)\) variables (Q1586561) (← links)
- Forecast accuracy, coefficient bias and Bayesian vector autoregressions (Q1614012) (← links)
- Improved variance estimation of maximum likelihood estimators in stable first-order dynamic regression models (Q1623541) (← links)
- Quantiles for \(t\)-statistics based on \(M\)-estimators of unit roots (Q1978558) (← links)
- Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors (Q2512351) (← links)
- SEPARATION, WEAK EXOGENEITY, AND P-T DECOMPOSITION IN COINTEGRATED VAR SYSTEMS WITH COMMON FEATURES (Q4443964) (← links)
- The Size and Power of Bootstrap and Bartlett-Corrected Tests of Hypotheses on the Cointegrating Vectors (Q5291756) (← links)
- ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS (Q5696352) (← links)
- AUTOMATIC INFERENCE FOR INFINITE ORDER VECTOR AUTOREGRESSIONS (Q5697626) (← links)
- Moment approximation for least‐squares estimators in dynamic regression models with a unit root (Q5703222) (← links)
- Estimation bias and bias correction in reduced rank autoregressions (Q5860917) (← links)
- On non-contemporaneous short-run co-movements (Q5958419) (← links)