Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Year of publication: |
2010
|
---|---|
Authors: | Pesaran, M. Hashem |
Other Persons: | Chudik, Alexander (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Statistischer Test | Statistical test | Theorie | Theory | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis | Panel | Panel study |
Extent: | 1 Online-Ressource (47 p) |
---|---|
Series: | ECB Working Paper ; No. 1194 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 19, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1600733 [DOI] |
Classification: | C1 - Econometric and Statistical Methods: General ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
Source: | ECONIS - Online Catalogue of the ZBW |
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