Panel index VAR models : specification, estimation, testing and leading indicators /
Canova, Fabio.
Ciccarelli, Matteo.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2003.
"International macroeconomics."
"August 2003."
Includes bibliographical references.
Panel analysis.
Time-series analysis.
Monte Carlo method.
Markov processes.
Econometrics.