Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions
Jan Mutl () and
M 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)
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Persistent link: https://EconPapers.repec.org/RePEc:sce:scecf2:345
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