On efficient simulation in dynamic models
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- repec:spr:compst:v:46:y:1997:i:2:p:193-211 is not listed on IDEAS
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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.
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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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