First difference transformation in panel VAR models: robustness, estimation, and inference (Q5862491)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 7486308
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | First difference transformation in panel VAR models: robustness, estimation, and inference |
scientific article; zbMATH DE number 7486308 |
Statements
First difference transformation in panel VAR models: Robustness, estimation, and inference (English)
0 references
9 March 2022
0 references
bias correction
0 references
dynamic panel data
0 references
fixed \(T\) consistency
0 references
maximum likelihood
0 references
Monte Carlo simulation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.7840998768806458
0 references
0.775079071521759
0 references
0.7726452946662903
0 references
0.7721315622329712
0 references
0.7568570971488953
0 references
