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~institution:"Deutsche Bundesbank"
~institution:"National Bureau of Economic Research (NBER)"
~institution:"Society for Computational Economics - SCE"
~person:"Hsiao, Cheng"
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Hsiao, Cheng
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Computational Issues in the Estimation of Higher-Order
Panel
Vector Autoregressions
Binder, Michael
;
Hsiao, Cheng
;
Mutl, Jan
;
Pesaran, M. Hashem
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345457
Saved in:
2
Estimation and Inference in Short
Panel
Vector Autoregressions with Unit Roots and Cointegration
Binder, Michael
;
Hsiao, Cheng
;
Pesaran, M. Hashem
-
Society for Computational Economics - SCE
-
2001
This paper considers estimation and inference in
panel
vector autoregressions (PVARs) with fixed effects when the time …
Persistent link: https://www.econbiz.de/10005537759
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