Aggregation in Large Dynamic Panels
Year of publication: |
2011-02
|
---|---|
Authors: | Pesaran, Hashem ; Chudik, Alexander |
Institutions: | Institute for the Study of Labor (IZA) |
Subject: | aggregation | large dynamic panels | long memory | weak and strong cross section dependence | VAR models | impulse responses | factor models | inflation persistence |
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Aggregation in large dynamic panels
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