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: Michael Binder, Cheng Hsiao and M. Hashem Pesaran.

Topics: Competitiveness | Quantitative methods | Artificial intelligence and Big data.

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Estimation and inference in short panel vector autoregressions with unit roots and cointegration (3 MB)
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