✦ LIBER ✦

Estimating Vector Autoregressions with Panel Data

✍ Scribed by Douglas Holtz-Eakin, Whitney Newey and Harvey S. Rosen

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Estimating Vector Autoregressions with P

✍ Douglas Holtz-Eakin, Whitney Newey and Harvey S. Rosen 📂 Article 📅 1988 🏛 John Wiley and Sons 🌐 English ⚖ 556 KB

Projection estimators for autoregressive

✍ Stephen Bond; Frank Windmeijer 📂 Article 📅 2002 🏛 John Wiley and Sons 🌐 English ⚖ 184 KB

GMM Estimation of Autoregressive Roots N

✍ Hyungsik Roger Moon; Peter C. B. Phillips 📂 Article 📅 2004 🏛 John Wiley and Sons 🌐 English ⚖ 512 KB

A note on parameter estimations of panel

✍ Jian-hong Wu; Li-xing Zhu; Zai-xing Li 📂 Article 📅 2009 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 198 KB

ALTERNATIVE PROCEDURES FOR ESTIMATING VE

✍ Lawrence J. Christiano; Martin Eichenbaum; Robert Vigfusson 📂 Article 📅 2006 🏛 MIT Press 🌐 English ⚖ 74 KB

Mixtures of Autoregressions with an Impr

✍ Longford, Nicholas T.; D’Urso, Pierpaolo 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 464 KB