Bias-Correction in Vector Autoregressive Models: A Simulation Study

Author： Engsted Tom   Pedersen Thomas Q.  

Publisher： MDPI

E-ISSN： 2225-1146|2|1|45-71

ISSN： 2225-1146

Source： Econometrics, Vol.2, Iss.1, 2014-03, pp. : 45-71

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