Improved GMM estimation of panel VAR models
type: Item
instance of: scholarly article
title: Improved GMM estimation of panel VAR models
zbMATH Open document ID: 1466.62089
author: Kazuhiko Hayakawa
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6918335
zbMATH Keywords: dynamic panel data models
zbMATH Keywords: GMM
zbMATH Keywords: VAR model
zbMATH Keywords: Granger causality
zbMATH Keywords: impulse response analysis
MaRDI profile type: Publication
full work available at URL: j.csda.2015.05.004
OpenAlex ID: W3123773595
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DOI: 10.1016/J.CSDA.2015.05.004
description: scientific article; zbMATH DE number 6918335