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Chudik, Alexander
Caporale, Guglielmo Maria
65
Gil-Alana, Luis A.
33
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20
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem
-
2015
Carlo experiments, where we also study the
estimation
of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10013038262
Saved in:
2
Weak and Strong Cross Section Dependence and
Estimation
of Large Panels
Chudik, Alexander
-
2009
an application to the
estimation
of panel data models with an infinite number of weak factors and a finite number of …
Persistent link: https://www.econbiz.de/10013158328
Saved in:
3
A Bias-Corrected Method of Moments Approach to
Estimation
of Dynamic Short-T Panels
Chudik, Alexander
-
2017
approach can be applied to
estimation
of a variety of models such as spatial and dynamic panel data models. In this paper we …
Persistent link: https://www.econbiz.de/10012943386
Saved in:
4
A Counterfactual Economic Analysis of COVID-19 Using a Threshold Augmented Multi-Country Model
Chudik, Alexander
;
Mohaddes, Kamiar
;
Pesaran, M. Hashem
; …
-
2021
This paper develops a threshold-augmented dynamic multi-country model (TG-VAR) to quantify the macroeconomic effects of the Covid-19 pandemic. We show that there exist threshold effects in the relationship between output growth and excess global volatility at individual country levels in a...
Persistent link: https://www.econbiz.de/10013223666
Saved in:
5
Infinite dimensional VARs and factor models
Chudik, Alexander
;
Pesaran, Mohammad Hashem
-
2007
that this will lead to a dynamic factor model with the dominant unit acting as the factor. The problems of
estimation
and …
Persistent link: https://www.econbiz.de/10010276215
Saved in:
6
Aggregation in large dynamic panels
Pesaran, Mohammad Hashem
;
Chudik, Alexander
-
2011
Carlo experiments, where we also study the
estimation
of the aggregate effects of micro and macro shocks. The paper …
Persistent link: https://www.econbiz.de/10010285540
Saved in:
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