BibTex format
@article{Abadir:1999,
author = {Abadir, KM and Hadri, K and Tzavalis, E},
journal = {Econometrica},
pages = {163--181},
title = {The influence of VAR dimensions on estimator biases},
volume = {67},
year = {1999}
}
Business School
Emeritus Professor in Financial Econometrics