Aggregation in large dynamic panels (Q2511786)

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Aggregation in large dynamic panels
scientific article

    Statements

    title
    Aggregation in large dynamic panels (English)
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    author
    M. Hashem Pesaran
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    Alexander Chudik
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    publication date
    6 August 2014
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    zbMATH Keywords
    aggregation
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    large dynamic panels
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    long memory
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    weak and strong cross section dependence
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    VAR models
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    impulse responses
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    factor models
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    inflation persistence
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    cites work
    Q4947391
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    Q5830979
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62H25
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    62P20
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    91B82
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    zbMATH DE Number
    6325798
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    OpenAlex ID
    W3124372539
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