ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
| Year of publication: |
2005
|
|---|---|
| Authors: | Binder, Michael ; Hsiao, Cheng ; Pesaran, M. Hashem |
| Published in: |
Econometric Theory. - Cambridge University Press. - Vol. 21.2005, 04, p. 795-837
|
| Publisher: |
Cambridge University Press |
| Description of contents: | Abstract [journals.cambridge.org] |