Estimation and inference in short panel vector autoregressions with unit roots and cointegration
Michael Binder; Cheng Hsiao
| Year of publication: |
2000
|
|---|---|
| Authors: | Binder, Michael ; Hsiao, Cheng |
| Publisher: |
College Park, MD |
| Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Theorie | Theory | Induktive Statistik | Statistical inference |
| Extent: | 45, 5, 11 S |
|---|---|
| Series: | Working paper series / University of Maryland, Department of Economics. - College Park, Md., ZDB-ID 2262353-X. - Vol. 00,02 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001518701