Macro-panels and reality
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Publication:1934813
DOI10.1016/j.econlet.2007.09.046zbMath1255.91348OpenAlexW2107059259MaRDI QIDQ1934813
Alain Hecq, Gianluca Cubadda, Franz C. Palm
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2007.09.046
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Related Items (3)
Studying co-movements in large multivariate data prior to multivariate modelling ⋮ Testing for common autocorrelation in data-rich environments ⋮ Modelling comovements of economic time series: a selective survey
Cites Work
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- Common cyclical features analysis in VAR models with cointegration
- Studying co-movements in large multivariate data prior to multivariate modelling
- Codependent cycles
- Time series analysis and simultaneous equation econometric models
- Estimating long-run relationships from dynamic heterogeneous panels
- Estimation and Inference in Large Heterogeneous Panels with a Multifactor Error Structure
- Nested Reduced-Rank Autogressive Models for Multiple Time Series
- On non-contemporaneous short-run co-movements
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