On efficient simulation in dynamic models
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- 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.
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- C00 - Mathematical and Quantitative Methods - - General - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2008-08-06 (All new papers)
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