Econometric analysis of high dimensional VARs featuring a dominant unit:
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Bibliographic Details
Main Authors: Pesaran, M. Hashem 1946- (Author), Chudik, Alexander (Author)
Format: Book
Language:English
Published: Munich CESifo 2010
Series:CESifo working papers 3055 : Category 12, Empirical and theoretical methods
Physical Description:41 S.