On the heterogeneity bias of pooled estimators in stationary VAR specifications / Alessandro Rebucci
By: Rebucci, Alessandro.
Material type: BookSeries: IMF working paper No. 03-73.Publisher: Washington : International Monetary Fund (IMF) , 2003Description: 44p. : ill. ; 26 cm.Subject(s): Dynamic panel data models | VAR | Heterogeneity bias | Monte Carlo simulationItem type | Current location | Collection | Call number | Copy number | Status | Date due | Barcode |
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Documents | BIDS Library and Documentation Center General Stacks | Non-fiction | UN IMF WP-03-73 (Browse shelf) | C-01 | Available | 108107 |
Includes bibliographical references