Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Mutl, Jan, 2009. "Consistent Estimation of Global VAR Models," Economics Series 234, Institute for Advanced Studies.
- 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.
More about this item
KeywordsPanel Data; Vector Autoregressions;
- 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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