VAR models with common cyclical features imply parsimonious univariate final equations, justifying the use of both time series aggregation, and homogenous panels with common factors and dynamic heterogeneity. However, conducting statistical inferences based on too restrictive models might be mis-leading

Cubadda, G., Hecq, A., Palm, F. (2008). Macro-panels and reality. ECONOMICS LETTERS, 99(3), 537-540 [10.1016/j.econlet.2007.09.046].

Macro-panels and reality

CUBADDA, GIANLUCA;
2008-01-01

Abstract

VAR models with common cyclical features imply parsimonious univariate final equations, justifying the use of both time series aggregation, and homogenous panels with common factors and dynamic heterogeneity. However, conducting statistical inferences based on too restrictive models might be mis-leading
2008
Pubblicato
Rilevanza internazionale
Articolo
Sì, ma tipo non specificato
Settore SECS-S/03 - STATISTICA ECONOMICA
English
Con Impact Factor ISI
ARIMA; common cycles; panel data; final equations
Cubadda, G., Hecq, A., Palm, F. (2008). Macro-panels and reality. ECONOMICS LETTERS, 99(3), 537-540 [10.1016/j.econlet.2007.09.046].
Cubadda, G; Hecq, A; Palm, F
Articolo su rivista
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2108/41263
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