Panel vector autoregression under cross-sectional dependence

Econometrics Journal

Volumn 11, Issue 2, 2008, Pages 219-243

  Huang, Xiao ^a  

^a KENNESAW STATE UNIVERSITY   (United States)

Author keywords

Cross sectional dependence; Factor analysis; Panel data; VAR

Indexed keywords

EID: 47649117273     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00240.x     Document Type: Article

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