Panel VAR models with spatial dependence
Jan Mutl
| Year of publication: |
2009
|
|---|---|
| Authors: | Mutl, Jan |
| Publisher: |
Wien : Inst. für Höhere Studien (IHS) |
| Subject: | VAR-Modell | VAR model | Panel | Panel study | Momentenmethode | Method of moments | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Ökonometrie | Panelanalyse |
| Description of contents: |
Literaturverz. S. 37 - 38
|
| Extent: | 38 S. 30 cm |
|---|---|
| Series: | Reihe Ökonomie. - Wien : IHS, ISSN 1605-7996, ZDB-ID 2151044-1. - Vol. 237 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | VAR = Vector autoregressive |
| Classification: | C13 - Estimation ; C31 - Cross-Sectional Models; Spatial Models ; C33 - Models with Panel Data |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003835608