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subject:"Estimation"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~person:"Kapetanios, George"
~subject:"Regression analysis"
~subject:"VAR model"
~type:"book"
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Kapetanios, George
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Mean group instrumental variable estimation of time-varying large heterogenous panels with endogenous regressors
Bai, Yu
;
Marcellino, Massimiliano
;
Kapetanios, George
-
2023
Persistent link: https://www.econbiz.de/10014452530
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Exponent of cross-sectional dependence for residuals
Bailey, Natalia
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Kapetanios, George
;
Pesaran, M. Hashem
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2018
Persistent link: https://www.econbiz.de/10012583496
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