The Influence of VAR Dimensions on Estimator Biases

  1. Karim M. Abadir1,
  2. Kaddour Hadri2,
  3. Elias Tzavalis2

Article first published online: 9 DEC 2003

DOI: 10.1111/1468-0262.00008

Issue

Econometrica

Econometrica

Volume 67, Issue 1, pages 163–181, January 1999

Additional Information

How to Cite

Abadir, K. M., Hadri, K. and Tzavalis, E. (1999), The Influence of VAR Dimensions on Estimator Biases. Econometrica, 67: 163–181. doi: 10.1111/1468-0262.00008

Author Information

  1. 1

    Department of Mathematics and Department of Economics, University of York, UK,

  2. 2

    Department of Economics, City University, Northampton Square, UK,

Publication History

  1. Issue published online: 9 DEC 2003
  2. Article first published online: 9 DEC 2003

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