Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit
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Authors
Pesaran, M. Hashem
Chudik, Alexander
Publication Date
2010-04Series
Cambridge Working Papers in Economics
Publisher
Faculty of Economics
Type
Working Paper
Metadata
Show full item recordCitation
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
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