PVAR model with collapsed instruments in the real exchange rates misalignment's analysis
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Publication:5872974
DOI10.17535/crorr.2022.0015OpenAlexW4312189635MaRDI QIDQ5872974
Publication date: 5 January 2023
Published in: Croatian operational research review (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.17535/crorr.2022.0015
generalized method of momentsEuropean Unionpanel vector autoregressioncollapsed instrumentsreal exchange rate misalignment
Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)
Uses Software
Cites Work
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- Biases in Dynamic Models with Fixed Effects
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- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models