Infinite dimensional VARs and factor models
Year of publication: |
Dec. 2007
|
---|---|
Other Persons: | Chudik, Alexander (contributor) ; Pesaran, M. Hashem (contributor) |
Publisher: |
Bonn : IZA |
Subject: | VAR-Modell | VAR model | Faktorenanalyse | Factor analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Investition | Investment | Wirtschaftswachstum | Economic growth | Theorie | Theory | Schätzung | Estimation | Welt | World |
Extent: | Online-Ressource, 63 S., Text graph. Darst. |
---|---|
Series: | Discussion paper series / IZA. - Bonn : IZA, ZDB-ID 2120053-1. - Vol. 3206 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | Systemvoraussetzungen: Acrobat reader |
Other identifiers: | hdl:10419/34562 [Handle] |
Classification: | C10 - Econometric and Statistical Methods: General. General |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Infinite-dimensional VARs and factor models
Chudik, Alexander, (2009)
-
Infinite dimensional VARs and factor models
Chudik, Alexander, (2007)
-
Infinite dimensional VARs and factor models
Chudik, Alexander, (2007)
- More ...
-
Weak and strong cross section dependence and estimation of large panels
Chudik, Alexander, (2009)
-
Econometric analysis of high dimensional VARs featuring a dominant unit
Pesaran, M. Hashem, (2010)
-
Econometric analysis of high dimensional VARs featuring a dominant unit
Pesaran, M. Hashem, (2010)
- More ...