Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
Year of publication: |
[2021]
|
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Authors: | Pesaran, M. Hashem ; Binder, Michael ; Hsiao, Cheng |
Publisher: |
[S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Induktive Statistik | Statistical inference |
Extent: | 1 Online-Ressource (65 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 2000 erstellt |
Other identifiers: | 10.2139/ssrn.257772 [DOI] |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C33 - Models with Panel Data |
Source: | ECONIS - Online Catalogue of the ZBW |
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