A note on parameter estimation of panel vector autoregressive models with intercorrelation
type: Item
instance of: scholarly article
title: A note on parameter estimation of panel vector autoregressive models with intercorrelation
zbMATH Open document ID: 1178.62105
author: Jian-Hong Wu
author: Li-Xing Zhu
author: Zaixing Li
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2010-01-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62F12
Mathematics Subject Classification ID: 65C60
zbMATH DE Number: 5659752
zbMATH Keywords: time series
MaRDI profile type: Publication
full work available at URL: s10255-007-7023-8
OpenAlex ID: W2095160096
cites work: ESTIMATION AND INFERENCE IN SHORT PANEL VECTOR AUTOREGRESSIONS WITH UNIT ROOTS AND COINTEGRATION
cites work: Modelling panels of intercorrelated autoregressive time series
cites work: Estimating Vector Autoregressions with Panel Data
cites work: Q4779802
DOI: 10.1007/S10255-007-7023-8
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description: scientific article; zbMATH DE number 5659752