Estimating VARs with long stationary heterogeneous panels : a comparison of the fixed effect and the mean group estimators
Alessandro Rebucci
| Year of publication: |
2010
|
|---|---|
| Authors: | Rebucci, Alessandro |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 27.2010, 5, p. 1183-1198
|
| Subject: | VAR-Modell | VAR model | Panel | Panel study |
| 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/10008824886