Similar Search Results - EconBiz

Identification and dichotomization of long- and short-run relations of cointegrated vector autoregressive models

Hsiao, Cheng - In: Econometric theory 17 (2001) 5, pp. 889-912

Persistent link: https://www.econbiz.de/10001609161

Modified two-stage least-squares estimators for the estimation of a structural vector autoregressive integrated process

Hsiao, Cheng; Wang, Siyan - In: Journal of econometrics 135 (2006) 1/2, pp. 427-463

Persistent link: https://www.econbiz.de/10003376092

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and...

Persistent link: https://www.econbiz.de/10009786715

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - In: Econometric theory 21 (2005) 4, pp. 795-837

Persistent link: https://www.econbiz.de/10003004733

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

Persistent link: https://www.econbiz.de/10001500096

The real effects of capital inflows on emerging markets

Dekle, Robert; Hsiao, Cheng; Wang, Siyan - In: Review of Pacific Basin financial markets and policies 4 (2001) 2, pp. 165-202

Persistent link: https://www.econbiz.de/10001610703

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng - 2000

Persistent link: https://www.econbiz.de/10001518701

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Binder, Michael; Hsiao, Cheng; Pesaran, M. Hashem - 2000

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and...

Persistent link: https://www.econbiz.de/10001560585

The spillover of macroeconomic uncertainty between the U.S. and China

Huang, Zhuo; Tong, Chen; Qiu, Han; Shen, Yan - In: Economics letters 171 (2018), pp. 123-127

Persistent link: https://www.econbiz.de/10012021901

Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration

Pesaran, M. Hashem; Binder, Michael; Hsiao, Cheng - 2021

This paper considers estimation and inference in panel vector autoregressions (PVARs) with fixed effects when the time dimension of the panel is finite, and the cross-sectional dimension is large. A Maximum Likelihood (ML) estimator based on a transformed likelihood function is proposed and...

Persistent link: https://www.econbiz.de/10013321199

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