Econometric analysis of high dimensional VARS featuring a dominant unit
Alexander Chudik and M. Hashem Pesaran
| Year of publication: |
2013
|
|---|---|
| Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 32.2013, 5/6, p. 592-649
|
| Subject: | VAR-Modell | VAR model | Theorie | Theory | Faktorenanalyse | Factor analysis | Panel | Panel study | Statistischer Test | Statistical test |
| 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://www.econbiz.de/10009758630