Infinite Dimensional VARs and Factor Models
Year of publication: |
2007
|
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Authors: | Chudik, Alexander ; Pesaran, M. Hashem |
Institutions: | CESifo |
Subject: | large N and T panels | weak and strong cross section dependence | VAR | global VAR | factor models | capital accumulation and growth |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 2176 |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C33 - Models with Panel Data ; C51 - Model Construction and Estimation ; O40 - Economic Growth and Aggregate Productivity. General |
Source: |
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Infinite dimensional VARs and factor models
Chudik, Alexander, (2007)
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Infinite Dimensional VARs and Factor Models
Chudik, A., (2007)
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Infinite Dimensional VARs and Factor Models
Chudik, Alexander, (2007)
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A Multi-Country Approach to Forecasting Output Growth Using PMIs
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