Panel VAR models with interactive fixed effects

DOI10.1093/ECTJ/UTAA021OpenAlexW3042295126MaRDI QIDQ5083265

Mustafa Tuğan

Publication date: 22 June 2022

Published in: The 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)

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