Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
| Year of publication: |
2002-07-01
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| Authors: | Binder, Michael ; Hsiao, Cheng ; Mutl, Jan ; Pesaran, M. Hashem |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Panel Data | Vector Autoregressions |
| Series: | |
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| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 345 |
| Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C33 - Models with Panel Data |
| Source: |
Persistent link: https://www.econbiz.de/10005345457