Econometrica: Jan 2003, Volume 71, Issue 1
The Influence of Var Dimensions on Estimator Biases: Comment
https://doi.org/10.1111/1468-0262.00401
p.
377-383
Jurgen A. Doornik, Bent Nielsen, Thomas J. Rothenberg
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p.
377-383
Jurgen A. Doornik, Bent Nielsen, Thomas J. Rothenberg