Panel vector autoregression under cross-sectional dependence (Q3521272): Difference between revisions

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+Cross-Section Regression with Common Shocks
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+Estimating cross-section common stochastic trends in nonstationary panel data
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+Q5475042
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+ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
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+VECTOR AUTOREGRESSIONS WITH UNKNOWN MIXTURES OF <i>I</i>(0),  <i>I</i>(1), AND <i>I</i>(2) COMPONENTS
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+Nonlinear IV unit root tests in panels with cross-sectional dependency.
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+Bootstrap unit root tests in panels with cross-sectional dependency
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+Q4807277
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+Statistical analysis of cointegration vectors
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+ON THE ROBUSTNESS OF HYPOTHESIS TESTING BASED ON FULLY MODIFIED VECTOR AUTOREGRESSION WHEN SOME ROOTS ARE ALMOST ONE
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+Testing for a unit root in panels with dynamic factors
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+Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
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+Fully Modified Least Squares and Vector Autoregression
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+Dynamic panel estimation and homogeneity testing under cross section dependence
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+Bias in dynamic panel estimation with fixed effects, incidental trends and cross section dependence
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+Forecasting Using Principal Components From a Large Number of Predictors
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