Panel vector autoregression in R with the package panelvar
Year of publication: |
2021
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Authors: | Sigmund, Michael ; Ferstl, Robert |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 693-720
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Subject: | First difference and system GMM | Generalized method of moments | Panel vector autoregression model | Momentenmethode | Method of moments | VAR-Modell | VAR model | Panel | Panel study | Theorie | Theory |
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