Estimation and inference in short panel vector autoregressions with unit roots and cointegration

Econometric Theory

Volumn 21, Issue 4, 2005, Pages 795-837

  Binder, Michael ^a   Hsiao, Cheng ^b   Hashem Pesaran, M ^b,c  

^a GOETHE UNIVERSITY   (Germany)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

^c UNIVERSITY OF CAMBRIDGE   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 22944441917     PISSN: 02664666     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0266466605050413     Document Type: Article

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