Is More Information a Good Thing? Bias Nonmonotonicity in Stochastic Difference Equations
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- Kaddour Hadri & Rolf Larsson & Yao Rao, 2012.
"Testing For Stationarity With A Break In Panels Where The Time Dimension Is Finite,"
Bulletin of Economic Research,
Wiley Blackwell, vol. 64(Supplemen), pages 123-148, December.
- Kaddour Hadri & Rolf Larsson & Yao Rao, 2010. "Testing For Stationarity With a Break in Panels Where the Time Dimension is Finite," Economics Working Papers 10-08, Queen's Management School, Queen's University Belfast.
- Kaddour Hadri & Yao Rao, 2008. "Panel Stationarity Test with Structural Breaks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 70(2), pages 245-269, April.
- Lawford, Steve & Stamatogiannis, Michalis P., 2009.
"The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators,"
Journal of Econometrics,
Elsevier, vol. 148(2), pages 124-130, February.
- Steve Lawford & Michalis P. Stamatogiannis, 2008. "The Finite-Sample E ects of VAR Dimensions on OLS Bias, OLS Variance, and Minimum MSE Estimators," Working Paper series 13_08, Rimini Centre for Economic Analysis.
- Steve Lawford & Michalis P. Stamatogiannis, 2009. "The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators," Post-Print hal-00563603, HAL.
- Abadir, Karim M. & Talmain, Gabriel, 2005. "Autocovariance functions of series and of their transforms," Journal of Econometrics, Elsevier, vol. 124(2), pages 227-252, February.
- Vougas, Dimitrios V., 2006. "Remark on the asymptotic distribution of the OLS estimator in a simple Gaussian unit-root autoregression," Statistics & Probability Letters, Elsevier, vol. 76(1), pages 27-34, January.
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