Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit

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Authors
Pesaran, M. Hashem
Chudik, Alexander
Publication Date
2010-04
Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
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Citation
Pesaran, M. H., & Chudik, A. (2010). Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit. https://doi.org/10.17863/CAM.5305
Keywords
IVAR Models, Dominant Units, Large Panels, Weak and Strong Cross Section Dependence, Factor Model
Identifiers
CWPE1024
This record's DOI: https://doi.org/10.17863/CAM.5305
This record's URL: http://www.dspace.cam.ac.uk/handle/1810/229379https://www.repository.cam.ac.uk/handle/1810/229379
Rights
All Rights Reserved
Licence URL: https://www.rioxx.net/licenses/all-rights-reserved/
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