Panel vector autoregression under cross-sectional dependence
Huang, Xiao
Panel vector autoregression under cross-sectional dependence 2008 - 2008 - 219-243 V. 11 Issue. 2
Econometrics
Cross sectional dependence;Factpr analysis;Panel data;VAR;
Panel vector autoregression under cross-sectional dependence 2008 - 2008 - 219-243 V. 11 Issue. 2
Econometrics
Cross sectional dependence;Factpr analysis;Panel data;VAR;