Panel vector autoregression under cross-sectional dependence (Q3521272)
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scientific article
Language | Label | Description | Also known as |
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English | Panel vector autoregression under cross-sectional dependence |
scientific article |
Statements
Panel vector autoregression under cross-sectional dependence (English)
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21 August 2008
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Cross-sectional dependence
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factor analysis
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panel data
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VAR
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