First difference transformation in panel VAR models : robustness, estimation, and inference
Year of publication: |
2018
|
---|---|
Authors: | Juodis, Artūras |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 6/10, p. 650-693
|
Subject: | Bias correction | dynamic panel data | fixed T consistency | maximum likelihood | Monte Carlo simulation | Monte-Carlo-Simulation | Panel | Panel study | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Systematischer Fehler | Bias |
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