#002315 20160221 () Views:51
This paper provides a selective survey of the panel macroeconometric techniques that focus on controlling the impact of “unobserved heterogeneity” across individuals and over time to obtain valid inference for “structures” that are common across individuals and overtime. We consider issues of (i) estimating vector autoregressive models; (ii) testing of unit root or cointegration;(iii) statistical inference for dynamics imultaneous equations models;(iv) policy evaluation; and (v)aggregation and prediction.
JEL-Codes: C10;C33;C51
Keywords: Panelmacro-modeling;Unitroot; Cointegration;Aggregation;Prediction
Download full text Downloads:13
| 建设单位：海南海商智谷产业园运营管理有限公司 地址：海南省海口市美兰区新埠大道3号海商智谷产业园办公楼 |
| 版权所有：海商智谷 备案号：琼ICP备17001760号-2 |
