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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

Vol. 1194(keywords: IVAR Models; Dominant Units; Large Panels; Weak and Strong Cross Section Dependence; Factor Models.Working Paper Series 1194, European Central Bank (2010)) (2010)

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

Huffman, D., Raymond, C. and Shvets, J. Persistent Overconfidence and Biased Memory: Evidence from Managers American Economic Review [2022]
Bhattacharya, D. and Shvets, J. Inferring Trade-Offs in University Admissions: Evidence from Cambridge Journal of Political Economy, accepted [2023]
Evans, R. A. and Reiche, S. K. When Is a Contrarian Adviser Optimal? American Economic Journal: Microeconomics [2023]
Rauh, C. and Valladares-Esteban, A. On the Black-White Gaps in Labor Supply and Earnings over the Lifecycle in the US Review of Economic Dynamics [2023]

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