Huang, Xiao <br/><br/>
Panel vector autoregression under cross-sectional dependence 
 2008 

 -  2008 
 - 219-243  V.  11  Issue.   2 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Econometrics
<br/><br/><label>Subjects--Index Terms: </label>Cross sectional dependence;Factpr analysis;Panel data;VAR;