Bias approximation and reduction in vector autoregressive models
In the last few decades, vector autoregressive (VAR) models have gained tremendous popularity as an all-purpose tool in econometrics and other disciplines. Some of their most prominent uses are for forecasting, causality tests, tests of economic theories, hypothesis-seeking, data characterisation, i...
| Main Author: | |
|---|---|
| Format: | Doctoral Thesis |
| Language: | English |
| Published: |
Handelshögskolan i Stockholm, Ekonomisk Statistik (ES)
1995
|
| Subjects: | |
| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:hhs:diva-878 http://nbn-resolving.de/urn:isbn:91-7258-405-X |