Panel vector autoregression under cross-sectional dependence
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Publication:3521272
DOI10.1111/J.1368-423X.2008.00240.XzbMath1141.91638OpenAlexW2038275129MaRDI QIDQ3521272
Publication date: 21 August 2008
Published in: Econometrics Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00240.x
Factor analysis and principal components; correspondence analysis (62H25) Statistical methods; economic indices and measures (91B82)
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Cites Work
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