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Infinite-dimensional VARs and factor models
Chudik, Alexander; Pesaran, M. Hashem - In: Journal of econometrics 163 (2011) 1, pp. 4-22
Persistent link: https://www.econbiz.de/10009270601
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Econometric analysis of high dimensional VARS featuring a dominant unit
Chudik, Alexander; Pesaran, M. Hashem - In: Econometric reviews 32 (2013) 5/6, pp. 592-649
Persistent link: https://www.econbiz.de/10009758630
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Aggregation in large dynamic panels
Pesaran, M. Hashem; Chudik, Alexander - In: Journal of econometrics 178 (2014) 1, pp. 273-285
Persistent link: https://www.econbiz.de/10010256161