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Essays in panel data modelling
Juodis, Artūras - 2015
Persistent link: https://www.econbiz.de/10011389184
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First difference transformation in panel VAR models : robustness, estimation, and inference
Juodis, Artūras - In: Econometric reviews 37 (2018) 6/10, pp. 650-693
Persistent link: https://www.econbiz.de/10012040399
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Estimation of panel vector autoregression in stata : a package of programs
Abrigo, Michael Ralph M.; Love, Inessa - 2016
Persistent link: https://www.econbiz.de/10011450149
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Estimating the Production Function for the Brazilian Industrial Sector : A Bayesian Panel VAR Approach
Lima Filho, Roberto - 2014
panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics – PIA …
Persistent link: https://www.econbiz.de/10013059629
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Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika - 2019
Persistent link: https://www.econbiz.de/10012131829
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Penalized estimation of panel vector autoregressive models : a panel LASSO approach
Camehl, Annika - In: International journal of forecasting 39 (2023) 3, pp. 1185-1204
Persistent link: https://www.econbiz.de/10014465265
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Estimating the production function for the Brazilian industrial sector : a Bayesian panel VAR approach
Lima Filho, Roberto Ivo da Rocha - In: Cogent business & management 9 (2022) 1, pp. 1-16
panel of the industrial sector (Annual Industrial Survey produced by the Institute of Geography and Statistics …
Persistent link: https://www.econbiz.de/10014420394
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A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George; Cairns, Andrew; Kleinow, Torsten; … - 2014
Persistent link: https://www.econbiz.de/10010362818
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Panel VAR models with spatial dependence
Mutl, Jan - 2009
Persistent link: https://www.econbiz.de/10003835608
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Panel VAR models with spatial dependence
Mutl, Jan - 2009
I consider a panel vector-autoregressive model with cross-sectional dependence of the disturbances characterized by a … transformed data and applies standard techniques for estimation of panel vector-autoregressive models. I compare the small …-sample performance of various estimation strategies in a Monte Carlo study. -- spatial PVAR ; multivariate dynamic panel data model …
Persistent link: https://www.econbiz.de/10009734675