First difference transformation in panel VAR models : robustness, estimation, and inference
Artūras Juodis
| 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
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| Subject: | Bias correction | dynamic panel data | fixed T consistency | maximum likelihood | Monte Carlo simulation | Panel | Panel study | Monte-Carlo-Simulation | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | VAR-Modell | VAR model | Maximum-Likelihood-Schätzung | Maximum likelihood estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2016.1139559 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012040399