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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

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  

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Papers and Publications

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