Rebucci, Alessandro
On the heterogeneity bias of pooled estimators in stationary VAR specifications / Alessandro Rebucci - Washington : International Monetary Fund (IMF) , 2003 - 44p. : ill. ; 26 cm. - IMF working paper No. 03-73 .
Includes bibliographical references
Dynamic panel data models
VAR
Heterogeneity bias
Monte Carlo simulation
UN IMF WP-03-73
On the heterogeneity bias of pooled estimators in stationary VAR specifications / Alessandro Rebucci - Washington : International Monetary Fund (IMF) , 2003 - 44p. : ill. ; 26 cm. - IMF working paper No. 03-73 .
Includes bibliographical references
Dynamic panel data models
VAR
Heterogeneity bias
Monte Carlo simulation
UN IMF WP-03-73