Panel VAR models with interactive fixed effects

DOI10.1093/ECTJ/UTAA021MaRDI QIDQ5083265zbMATH OpenOpenAlexFDO

Authors Mustafa Tuğan

Publication date 22 June 2022

Published in Econometrics Journal (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1093/ectj/utaa021

zbMATH Keywords

structural analysisinteractive fixed effectspanel vector autoregression

Mathematics Subject Classification ID

Statistics (62-XX)

Cited in

(4)

• A note on parameter estimation of panel vector autoregressive models with intercorrelation
• The factor analytical approach in near unit root interactive effects panels
• scientific article; zbMATH DE number 7376773 (Why is no real title available?)
• Regime switching panel data models with interactive fixed effects

This page was built for publication: Panel VAR models with interactive fixed effects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5083265)