Kees Jan van Garderen

University of Amsterdam - Department of Quantitative Economics (KE)

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

University of Amsterdam - Faculty of Economics and Business (FEB)

Roetersstraat 11

Amsterdam, 1018 WB

Netherlands

Tinbergen Institute

Gustav Mahlerplein 117

Amsterdam, 1082 MS

Netherlands

Tinbergen Institute

Burg. Oudlaan 50

Rotterdam, 3062 PA

Netherlands

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Scholarly Papers (1)

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Bias Correcting Adjustment Coefficients in a Cointegrated VAR with Known Cointegrating Vectors

UvA-Econometrics Discussion Paper 2013/05
Number of pages: 9 Posted: 28 Nov 2013
Kees Jan van Garderen and H. Peter Boswijk
University of Amsterdam - Department of Quantitative Economics (KE) and Amsterdam School of Economics
Downloads 16 (636,994)

Abstract:

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Cointegration, Vector autoregression, Bias correction