Panel vector autoregression under cross-sectional dependence (Q3521272)
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scientific article; zbMATH DE number 5314824
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Panel vector autoregression under cross-sectional dependence |
scientific article; zbMATH DE number 5314824 |
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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0.8174245953559875
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0.8097860217094421
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0.809503972530365
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0.8083793520927429
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0.8034910559654236
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