- Sprache
-
Englisch
- Erschienen in
-
Journal: Econometrics; ISSN: 2225-1146; Volume: 1; Year: 2013; Issue: 2; Pages: 180-206
Bezug (was)
Wirtschaft
panel time series
structural VAR
panel VARs
panel time series
structural VAR
panel VARs
Beteiligte Personen und Organisationen
Pedroni, Peter
Basel: MDPI
Basel: MDPI
Erschienen
Basel: MDPI
- Rechteinformation
-
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft
- Letzte Aktualisierung
-
18.10.2021, 08:56 MESZ
Objekttyp
- Artikel
Beteiligte
- Pedroni, Peter
- Basel: MDPI
Entstanden
- Basel: MDPI
Ähnliche Objekte (12)
Testing for a structural break in a spatial panel model
Estimation of dynamic panel data models with stochastic volatility using particle filters
Unit roots and structural breaks
Spatial econometrics: A rapidly evolving discipline
Editorial announcement
Consistency in estimation and model selection of dynamic panel data models with fixed effects
Constructing UK core inflation
The univariate collapsing method for portfolio optimization
Goodness-of-fit tests for copulas of multivariate time series
Subset-continuous-updating GMM estimators for dynamic panel data models
A GMM-based test for normal disturbances of the Heckman sample selection model
A conditional approach to panel data models with common shocks
Testing for a structural break in a spatial panel model
Estimation of dynamic panel data models with stochastic volatility using particle filters
Unit roots and structural breaks
Spatial econometrics: A rapidly evolving discipline
Editorial announcement
Consistency in estimation and model selection of dynamic panel data models with fixed effects
Constructing UK core inflation
The univariate collapsing method for portfolio optimization
Goodness-of-fit tests for copulas of multivariate time series
Subset-continuous-updating GMM estimators for dynamic panel data models
A GMM-based test for normal disturbances of the Heckman sample selection model
A conditional approach to panel data models with common shocks
Testing for a structural break in a spatial panel model
Estimation of dynamic panel data models with stochastic volatility using particle filters
Unit roots and structural breaks
Spatial econometrics: A rapidly evolving discipline
Editorial announcement
Consistency in estimation and model selection of dynamic panel data models with fixed effects
Constructing UK core inflation
The univariate collapsing method for portfolio optimization
Goodness-of-fit tests for copulas of multivariate time series
Subset-continuous-updating GMM estimators for dynamic panel data models
A GMM-based test for normal disturbances of the Heckman sample selection model