Econometric analysis of high dimensional VARs featuring a dominant unit
Year of publication: |
2010-05-20
|
---|---|
Authors: | Pesaran, M. Hashem ; Chudik, Alexander |
Publisher: |
European Central Bank |
Subject: | Geldpolitik | Monetary Policy | Zentralbank | Central Bank |
Extent: | 1720320 bytes 45 p. application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation ; Currency. Monetary policy ; Individual Working Papers, Preprints |
Source: |
-
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander, (2009)
-
Risk endogeneity at the lender/investor-of-last-resort
Caballero, Diego, (2019)
-
Esen, Ă–mer, (2024)
- More ...
-
Infinite Dimensional VARs and Factor Models
Chudik, Alexander, (2012)
-
Big Data Analytics : A New Perspective
Chudik, Alexander, (2017)
-
Is There a Debt-Threshold Effect on Output Growth?
Chudik, Alexander, (2017)
- More ...