Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors
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- van Garderen, Kees Jan & Peter Boswijk, H., 2014. "Bias correcting adjustment coefficients in a cointegrated VAR with known cointegrating vectors," Economics Letters, Elsevier, vol. 122(2), pages 224-228.
References listed on IDEAS
- repec:adr:anecst:y:1986:i:4:p:05 is not listed on IDEAS
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Cited by:
- Luca Nocciola, 2022.
"Finite Sample Forecast Properties and Window Length Under Breaks in Cointegrated Systems,"
Advances in Econometrics, in: Essays in Honor of M. Hashem Pesaran: Prediction and Macro Modeling, volume 43, pages 167-196,
Emerald Group Publishing Limited.
- Luca Nocciola, "undated". "Finite sample forecast properties and window length under breaks in cointegrated systems," Discussion Papers 19/07, University of Nottingham, Granger Centre for Time Series Econometrics.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2013-08-31 (Econometrics)
- NEP-ETS-2013-08-31 (Econometric Time Series)
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