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On Aggregation of Linear Dynamic Models. (1999). Pesaran, M.
In: Cambridge Working Papers in Economics.
RePEc:cam:camdae:9919.

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Cites: 28

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Cocites: 70

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  1. Finance-Growth Nexus in open economies with outliers. (2004). Alessandra dal Colle Stievano, .
    In: Money Macro and Finance (MMF) Research Group Conference 2004.
    RePEc:mmf:mmfc04:4.

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  2. Cointegration Theory, Equilibrium and Disequilibrium Economics. (2004). Abadir, Karim.
    In: Manchester School.
    RePEc:bla:manchs:v:72:y:2004:i:1:p:60-71.

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  3. A State Space Approach for Estimating VAR Models for Panel Data with Latent Dynamic Components. (2001). Raknerud, Arvid.
    In: Discussion Papers.
    RePEc:ssb:dispap:295.

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  4. Life-cycle consumption under social interactions. (2001). Pesaran, M ; Binder, Michael.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:25:y:2001:i:1-2:p:35-83.

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  5. Cross-sectional aggregation of non-linear models. (2000). van Garderen, Kees Jan ; Pesaran, M ; Lee, Kevin ; vanGARDEREN, KeesJan .
    In: Journal of Econometrics.
    RePEc:eee:econom:v:95:y:2000:i:2:p:285-331.

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References

References cited by this document

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