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 : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 9016612. - Vol. 21.2005, 4, p. 795-837
|