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~isPartOf:"CESifo Working Paper Series"
~person:"Jacobs, Bas"
~person:"Pesaran, M. Hashem"
~subject:"Faktorenanalyse"
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Aggregation in Large Dynamic Panels
Pesaran, M. Hashem
-
2015
concludes with an empirical application to consumer
price
inflation in Germany, France and Italy, and re-examines the extent to …
Persistent link: https://www.econbiz.de/10013038262
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2
Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
Pesaran, M. Hashem
-
2010
This paper extends the analysis of infinite dimensional vector autoregressive models (IVAR) proposed in Chudik and Pesaran (2010) to the case where one of the variables or the cross section units in the IVAR model is dominant or pervasive. This extension is not straightforward and involves...
Persistent link: https://www.econbiz.de/10013143234
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