Aggregation in large dynamic panels
M. Hashem Pesaran; Alexander Chudik
| Year of publication: |
2014
|
|---|---|
| Authors: | Pesaran, M. Hashem ; Chudik, Alexander |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 1, p. 273-285
|
| Subject: | Aggregation | Large dynamic panels | Long memory | Weak and strong cross section dependence | VAR models | Impulse responses | Factor models | Inflation persistence | VAR-Modell | VAR model | Theorie | Theory | Panel | Panel study | Faktorenanalyse | Factor analysis | Inflationsrate | Inflation rate | Hysterese | Hysteresis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Deutschland | Germany | Verbraucherpreisindex | Consumer price index | Inflation | Italien | Italy | Frankreich | France |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010256161