Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
| Year of publication: |
2013
|
|---|---|
| Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
| Published in: |
Econometric reviews. - Philadelphia, Pa : Taylor & Francis, ISSN 0731-1761, ZDB-ID 7974632. - Vol. 32.2013, 5 (1.2.), p. 592-649
|