Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
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Bibliographic InfoPaper provided by Society for Computational Economics in its series Computing in Economics and Finance 2002 with number 345.
Date of creation: 01 Jul 2002
Date of revision:
Panel Data; Vector Autoregressions;
Find related papers by JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
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- Jan Mutl, 2002.
"Panel VAR Models with Spatial Dependence,"
10th International Conference on Panel Data, Berlin, July 5-6, 2002
A5-2, International Conferences on Panel Data.
- Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
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