Improved GMM estimation of panel VAR models (Q1659117)
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scientific article; zbMATH DE number 6918335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Improved GMM estimation of panel VAR models |
scientific article; zbMATH DE number 6918335 |
Statements
Improved GMM estimation of panel VAR models (English)
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15 August 2018
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dynamic panel data models
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GMM
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VAR model
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Granger causality
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impulse response analysis
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