First difference transformation in panel VAR models: Robustness, estimation, and inference (Q5862491)
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scientific article; zbMATH DE number 7486308
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | First difference transformation in panel VAR models: Robustness, estimation, and inference |
scientific article; zbMATH DE number 7486308 |
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First difference transformation in panel VAR models: Robustness, estimation, and inference (English)
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9 March 2022
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bias correction
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dynamic panel data
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fixed \(T\) consistency
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maximum likelihood
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Monte Carlo simulation
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