Pages that link to "Item:Q3521272"
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The following pages link to Panel vector autoregression under cross-sectional dependence (Q3521272):
Displaying 8 items.
- Estimation of fractionally integrated panels with fixed effects and cross-section dependence (Q503560) (← links)
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- A note on parameter estimation of panel vector autoregressive models with intercorrelation (Q844045) (← links)
- Prior selection for panel vector autoregressions (Q1659064) (← links)
- Improved GMM estimation of panel VAR models (Q1659117) (← links)
- Cross-sectional averages versus principal components (Q2343814) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- Nonparametric Estimation in Large Panels with Cross-Sectional Dependence (Q5080589) (← links)