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The Influence of Var Dimensions on Estimator Biases: Comment

Author

Listed:
  • Jurgen A. Doornik

    (University of Rochester, NY, U.S.A., and Centre for Economic Policy Research, and the Institute for International Economic Studies)

  • Bent Nielsen

    (Carnegie Mellon University Pittsburgh, U.S.A.)

  • Thomas J. Rothenberg

    (The World Bank, Washington, U.S.A)

Abstract

No abstract is available for this item.

Suggested Citation

  • Jurgen A. Doornik & Bent Nielsen & Thomas J. Rothenberg, 2003. "The Influence of Var Dimensions on Estimator Biases: Comment," Econometrica, Econometric Society, vol. 71(1), pages 377-383, January.
    • Handle: RePEc:ecm:emetrp:v:71:y:2003:i:1:p:377-383
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    Cited by:

    1. Marcet, Albert & Jarociński, Marek, 2010. "Autoregressions in small samples, priors about observables and initial conditions," Working Paper Series 1263, European Central Bank.
    2. Karsten Kohler & Robert Calvert Jump, 2022. "Estimating Nonlinear Business Cycle Mechanisms with Linear Vector Autoregressions: A Monte Carlo Study," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(5), pages 1077-1100, October.

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