Alternative bias approximations in first-order dynamic reduced form models

Journal of Economic Dynamics and Control

Volumn 23, Issue 7, 1999, Pages 909-928

  Kiviet, Jan F ^b   Phillips, Garry D A ^a   Schipp, Bernhard ^b  

^a UNIVERSITY OF EXETER BUSINESS SCHOOL   (United Kingdom)

^b NONE

Author keywords

Bias approximations; Bias correction; C13; C22; Dynamic reduced form model; Monte Carlo simulations

Indexed keywords

EID: 0043230725     PISSN: 01651889     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0165-1889(98)00055-4     Document Type: Article

References (8)

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