ESTIMATING VECTOR AUTOREGRESSIONS WITH PANEL DATA

被引：2164

作者：

HOLTZEAKIN, D ^{[1
]}

NEWEY, W ^{[1
]}

ROSEN, HS ^{[1
]}

机构：

[1] PRINCETON UNIV,PRINCETON,NJ 08544

来源：

ECONOMETRICA | 1988年 / 56卷 / 06期

关键词：

D O I：

10.2307/1913103

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：1371 / 1395

页数：25

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