Open AccessEstimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration
Author(s) -
M. Hashem Pesaran,
Michael Binder,
Chêng Hsiao
Publication year - 2000
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.257772
Subject(s) - cointegration , unit root , inference , econometrics , economics , estimation , vector autoregression , panel data , autoregressive model , computer science , artificial intelligence , management
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