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