Bias-corrected estimation of panel vector autoregressions
type: Item
instance of: scholarly article
title: Bias-corrected estimation of panel vector autoregressions
zbMATH Open document ID: 1400.62173
author: Geert Dhaene
author: Koen Jochmans
published in: Economics Letters
publication date: 2018-09-05T00:00:00Z
full work available at URL: 7si2u15cul9u5a44sevcgkbaa9
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6932012
zbMATH Keywords: bias correction
zbMATH Keywords: fixed effects
zbMATH Keywords: panel data
zbMATH Keywords: vector autoregression
MaRDI profile type: Publication
OpenAlex ID: W2430371650
cites work: The Time Series and Cross-Section Asymptotics of Dynamic Panel Data Estimators
cites work: Panel Vector Autoregressive Models: A Survey
cites work: On the inverses of some patterned matrices arising in the theory of stationary time series
cites work: Asymptotically Unbiased Inference for a Dynamic Panel Model with Fixed Effects when Both n and T Are Large
cites work: Q3409064
cites work: Q4840212
cites work: Estimating Vector Autoregressions with Panel Data
cites work: Bias in dynamic panel models under time series misspecification
cites work: Biases in Dynamic Models with Fixed Effects
cites work: Linear Regression Limit Theory for Nonstationary Panel Data
DOI: 10.1016/J.ECONLET.2016.06.010
description: scientific article; zbMATH DE number 6932012