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Faculty of Economics

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Pesaran, M.H. and Chudik, A.

Econometric analysis of high dimensional VARs featuring a dominant unit

European Central Bank Working Papers

Abstract: 0

Author links: M. Hashem Pesaran  

Publisher's Link: http://www.econ.cam.ac.uk/faculty/person.html?id=pesaran&group=faculty;http://econpapers.repec.org/RePEc:ecb:ecbwps:20101194


Papers and Publications



Recent Publications


Onatski, A. and Wang, C. Alternative Asymptotics for Cointegration Tests in Large VARs Econometrica [2018]

Faraglia, E., Marcet, A., Oikonomou, R. and Scott, A. Government Debt management: the Short and the Long of it Review of Economic Studies, accepted [2018]

Jochmans, K., and Weidner, M. Fixed-Effect Regressions on Network Data Econometrica, forthcoming [2019]