Aggregation of linear dynamic models: an application to life-cycle consumption models under habit formation
Year of publication: |
2003
|
---|---|
Authors: | Hashem Pesaran, M. |
Published in: |
Economic Modelling. - Elsevier, ISSN 0264-9993. - Vol. 20.2003, 2, p. 383-415
|
Publisher: |
Elsevier |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
Maximum likelihood estimation of fixed effects dynamic panel data models covering short time periods
Hsiao, Cheng, (2002)
-
A simulation approach to the problem of computing Cox's statistic for testing nonnested models
Hashem Pesaran, M., (1993)
-
Limited-dependent rational expectations models with stochastic thresholds
Hashem Pesaran, M., (1996)
- More ...