Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions

Michael Binder, Cheng Hsiao, Jan Mutl () and M Hashem Pesaran ()

No 345, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: Panel Data; Vector Autoregressions (search for similar items in EconPapers)
JEL-codes: C12 C13 C33 (search for similar items in EconPapers)
Date: 2002-07-01
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