Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit* M. Hashem Pesaran1 and Alexander Chudik2 1 Faculty of Economics, Austin Robinson Building, Sidgwick Avenue,

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Distributed lag Regression analysis Linear regression Economic model Ivar Vector autoregression Dimensional analysis Statistics Econometrics JEL classification codes		Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit* M. Hashem Pesaran1 and Alexander Chudik2 1 Faculty of Economics, Austin Robinson Building, Sidgwick Avenue, Add to Reading List Source URL: epp.eurostat.ec.europa.eu Download Document from Source Website File Size: 10,19 KB Share Document on Facebook

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