Estimating Vector Autoregressions with Panel Data (Q83292)
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English | Estimating Vector Autoregressions with Panel Data |
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1371
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November 1988
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1988
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Estimating Vector Autoregressions with Panel Data (English)
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causality tests
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estimation
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vector autoregression coefficients
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panel data
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nonstationary individual effects
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instrumental variables
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quasi- differenced autoregressive equations
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lag lengths
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testing for the presence of measurement error
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labor supply model
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