Pages that link to "Item:Q5080585"
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The following pages link to Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit (Q5080585):
Displayed 11 items.
- A multi-country approach to forecasting output growth using PMIs (Q281037) (← links)
- Real exchange rates and the balance of trade: does the J-curve effect really hold? (Q2002442) (← links)
- Technological leaders, laggards and spillovers: a network GVAR analysis (Q2083588) (← links)
- Lasso guarantees for \(\beta \)-mixing heavy-tailed time series (Q2196212) (← links)
- Econometric analysis of production networks with dominant units (Q2224893) (← links)
- Aggregation in large dynamic panels (Q2511786) (← links)
- Common correlated effects estimation of heterogeneous dynamic panel data models with weakly exogenous regressors (Q2516312) (← links)
- ESTIMATION OF THE KRONECKER COVARIANCE MODEL BY QUADRATIC FORM (Q5051523) (← links)
- An Overview of Dependence in Cross-Section, Time-Series, and Panel Data (Q5080583) (← links)
- Two-way fixed effects versus panel factor-augmented estimators: asymptotic comparison among pretesting procedures (Q5865514) (← links)
- Sequential monitoring of high‐dimensional time series (Q6073436) (← links)