Factor augmented vector autoregressions, panel VARs, and global VARs
Year of publication: |
2020
|
---|---|
Authors: | Feldkircher, Martin ; Huber, Florian ; Pfarrhofer, Michael |
Published in: |
Macroeconomic forecasting in the era of big data : theory and practice. - Cham, Switzerland : Springer, ISBN 978-3-030-31149-0. - 2020, p. 65-93
|
Subject: | VAR-Modell | VAR model | Panel | Panel study | Welt | World | Zeitreihenanalyse | Time series analysis |
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