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