On t he heterogeneity bias of pooled estimators in stationary VAR specifications
By: Alessandro Rebucci.
Contributors: International Monetary Fund. Research Dept.
Series: IMF working paper -- WP/03/73
Publisher: International Monetary Fund, Research Department
Published: 2003
Place of publication: [Washington, D.C.]
Language: eng
Number of pages: 44
Subjects: Estimation theory.; Autoregression (Statistics).; Time-series analysis.; Probabilities.; Risk -- Econometric models.
Notes: Cover title.

"April 2003"--P. [1].

Includes bibliographical references (p. 42-44).

Also available on the World Wide Web.