Infinite-dimensional VARs and factor models
Year of publication: |
2009
|
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Authors: | Chudik, Alexander ; Pesaran, Hashem |
Publisher: |
Frankfurt a. M. : European Central Bank (ECB) |
Subject: | VAR-Modell | Faktorenanalyse | Monte-Carlo-Simulation | Investition | Wirtschaftswachstum | Theorie | Schätzung | Welt | Large N and T Panels | Factor models | Global VAR | VAR | Weak and Strong Cross Section Dependence |
Series: | ECB Working Paper ; 998 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 599218924 [GVK] hdl:10419/153432 [Handle] RePEc:ecb:ecbwps:20090998 [RePEc] |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation |
Source: |
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Infinite dimensional VARs and factor models
Chudik, Alexander, (2007)
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Infinite dimensional VARs and factor models
Chudik, Alexander, (2007)
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Infinite Dimensional VARs and Factor Models
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Weak and strong cross section dependence and estimation of large panels
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