Panel VAR models with interactive fixed effects

DOI10.1093/ECTJ/UTAA021OpenAlexW3042295126MaRDI QIDQ5083265FDOQ5083265

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
• Title not available (Why is that?)
• The factor analytical approach in near unit root interactive effects panels
• Regime switching panel data models with interactive fixed effects

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