Panel index var models Specification, estimation, testing and leading indicators

On the selection of forecasting models

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Consumption and habits Evidence from panel data

Salido, J. David Lopez
Azcona, J. Maria Labeaga
Carrasco, Raquel
Centre for Economic Policy Research (United Kingdom)

January 2002

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Non-response in dynamic panel data models

Nicoletti, Cheti
Institute for Social and Economic Research (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:4...

VARs, common factors and the empirical validation of equilibrium business cycle models

Sala, Luca
Reichlin, Lucrezia
Giannone, Domenico
Centre for Economic Policy Research (United Kingdom)

January 2002

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Time-varying parameters in panel models

Bell, D.
Ritchie, F
Stirling Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(96/11) / BLDSC - British Li...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

Evaluating dynamic econometric models by encompassing the VAR

Hendry, D.F.
Mizon, G.E
Southampton Univ. (United Kingdom). Dept. of Economics

January 1990

Rev. paperAvailable from British Library Document Supply Centre- DSC:3597.937(9011) / BLDSC - Britis...

Spectral characteristic modelling

Cox, M.G.
National Physical Laboratory. Centre for Mathematics and Scientific Computing (Great Britain) (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:6029. ...

Panel index VAR models: SpeciÞcation, Estimation, Testing and Leading Indicators

Fabio Canova
Matteo Ciccarelli
Jel Classiþcation Nos C
H. Van Djik
D. Hendry
R. Paap
T. Trimbur
T. Zha

January 2002

This paper proposes a method to conduct inference in panel VAR models with cross unit interdependenc...

The use of panel data in econometric analysis A survey

Kemp, G.C
European Science Foundation, Colchester (United Kingdom). European Scientific Network on Household Panel Studies

January 1992

Available from British Library Document Supply Centre- DSC:9349.2264(ESF-ESNHPS-WP--21) / BLDSC - Br...

Panel data methods vs seemingly unrelated regression estimates A comparison using export volumes (and prices)

Greenhalgh, C.
Mavrotas, G.
Wilson, R
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(109) / BLDSC - British Libr...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Elenora
University of Southampton. Department of Economics (United Kingdom)

January 2003

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre- DSC:3597....

Design and choice of projection indices

Nason, G.P

January 1992

Available from British Library Document Supply Centre- DSC:DX171447 / BLDSC - British Library Docume...

On the selection of forecasting models

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Consumption and habits Evidence from panel data

Salido, J. David Lopez
Azcona, J. Maria Labeaga
Carrasco, Raquel
Centre for Economic Policy Research (United Kingdom)

January 2002

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Non-response in dynamic panel data models

Nicoletti, Cheti
Institute for Social and Economic Research (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:4...

VARs, common factors and the empirical validation of equilibrium business cycle models

Sala, Luca
Reichlin, Lucrezia
Giannone, Domenico
Centre for Economic Policy Research (United Kingdom)

January 2002

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Time-varying parameters in panel models

Bell, D.
Ritchie, F
Stirling Univ. (United Kingdom). Dept. of Economics

January 1996

SIGLEAvailable from British Library Document Supply Centre-DSC:3597.9342(96/11) / BLDSC - British Li...

Estimators for correctly specified panel data models

Chowdhury, G.
London School of Economics and Political Science (UK). Centre for Labour Economics

January 1983

SIGLELD:3597.444(137) / BLDSC - British Library Document Supply CentreGBUnited Kingdo

Initial conditions and efficient estimation in dynamic panel data models

Blundell, R.
Smith, R.J
University Coll., London (United Kingdom). Dept. of Economics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:3597.7738(UCLDE-DP--91-04) / BLDSC -...

Estimation and testing of dynamic econometric models from panel data

Arellano Gomez, M

January 1985

SIGLEAvailable from British Library Document Supply Centre- DSC:DX187284 / BLDSC - British Library D...

Evaluating dynamic econometric models by encompassing the VAR

Hendry, D.F.
Mizon, G.E
Southampton Univ. (United Kingdom). Dept. of Economics

January 1990

Rev. paperAvailable from British Library Document Supply Centre- DSC:3597.937(9011) / BLDSC - Britis...

Spectral characteristic modelling

Cox, M.G.
National Physical Laboratory. Centre for Mathematics and Scientific Computing (Great Britain) (United Kingdom)

January 2003

Includes bibliographical referencesAvailable from British Library Document Supply Centre- DSC:6029. ...

Panel index VAR models: SpeciÞcation, Estimation, Testing and Leading Indicators

Fabio Canova
Matteo Ciccarelli
Jel Classiþcation Nos C
H. Van Djik
D. Hendry
R. Paap
T. Trimbur
T. Zha

January 2002

This paper proposes a method to conduct inference in panel VAR models with cross unit interdependenc...

The use of panel data in econometric analysis A survey

Kemp, G.C
European Science Foundation, Colchester (United Kingdom). European Scientific Network on Household Panel Studies

January 1992

Available from British Library Document Supply Centre- DSC:9349.2264(ESF-ESNHPS-WP--21) / BLDSC - Br...

Panel data methods vs seemingly unrelated regression estimates A comparison using export volumes (and prices)

Greenhalgh, C.
Mavrotas, G.
Wilson, R
Oxford Univ. (United Kingdom). Inst. of Economics and Statistics

January 1991

SIGLEAvailable from British Library Document Supply Centre- DSC:1571.971(109) / BLDSC - British Libr...

On the estimation of covariance matrices using panel data artificial regressions

Patacchini, Elenora
University of Southampton. Department of Economics (United Kingdom)

January 2003

Also available via the InternetSIGLEAvailable from British Library Document Supply Centre- DSC:3597....

Design and choice of projection indices

Nason, G.P

January 1992

Available from British Library Document Supply Centre- DSC:DX171447 / BLDSC - British Library Docume...

On the selection of forecasting models

Inoue, Atsushi
Kilian, Lutz
Centre for Economic Policy Research (United Kingdom)

January 2003

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Consumption and habits Evidence from panel data

Salido, J. David Lopez
Azcona, J. Maria Labeaga
Carrasco, Raquel
Centre for Economic Policy Research (United Kingdom)

January 2002

Includes bibliographical references. Title from cover. Also available via the InternetAvailable from...

Non-response in dynamic panel data models

Nicoletti, Cheti
Institute for Social and Economic Research (United Kingdom)

January 2002

Includes bibliographical referencesSIGLEAvailable from British Library Document Supply Centre- DSC:4...

Panel index var models Specification, estimation, testing and leading indicators

Abstract

Extracted data

Panel index var models Specification, estimation, testing and leading indicators

Abstract

Extracted data

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