Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Series: Working Papers. 0005.

Author: Cheng Hsiao ; M. Hashem Pesaran ; Michael Binder

Full document

PDF
Estimation and inference in short panel vector autoregressions with unit roots and cointegration (3 MB)
Previous Transmission of shocks and... Next The financing arrangements...