First difference transformation in panel VAR models: robustness, estimation, and inference (Q5862491)
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scientific article; zbMATH DE number 7486308
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| English | First difference transformation in panel VAR models: robustness, estimation, and inference |
scientific article; zbMATH DE number 7486308 |
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First difference transformation in panel VAR models: Robustness, estimation, and inference (English)
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9 March 2022
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bias correction
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dynamic panel data
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fixed \(T\) consistency
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maximum likelihood
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Monte Carlo simulation
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0.7840998768806458
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0.775079071521759
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0.7726452946662903
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0.7721315622329712
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0.7568570971488953
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