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Panel Macroeconometric Modeling

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Publication:5133509
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DOI10.1108/S0731-905320140000033007zbMath1453.62763OpenAlexW1196463951MaRDI QIDQ5133509

Cheng Hsiao

Publication date: 10 November 2020

Published in: Essays in Honor of Peter C. B. Phillips (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-905320140000033007


zbMATH Keywords

predictionaggregationcointegrationunit root testpanel macro-modeling


Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Non-Markovian processes: hypothesis testing (62M07) Causal inference from observational studies (62D20)








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