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Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5
,
pp. 592-649
Persistent link: https://www.econbiz.de/10010082463
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Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
32
(
2013
)
5/6
,
pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
Saved in:
3
An augmented Anderson-Hsiao estimator for dynamic short-T panels
Chudik, Alexander
;
Pesaran, M. Hashem
- In:
Econometric reviews
41
(
2022
)
4
,
pp. 416-447
Persistent link: https://www.econbiz.de/10013364889
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