Open AccessAggregation in Large Dynamic Panels
Author(s) -
M. Hashem Pesaran,
Alexander Chudík
Publication year - 2011
Publication title -
federal reserve bank of dallas, globalization and monetary policy institute working papers
Language(s) - Uncategorized
DOI - 10.24149/gwp101
Subject(s) - econometrics , aggregate (composite) , inflation (cosmology) , economics , dynamic factor , macro , impulse response , persistence (discontinuity) , monte carlo method , mathematics , computer science , statistics , engineering , mathematical analysis , physics , materials science , geotechnical engineering , theoretical physics , composite material , programming language
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