Estimation and inference in short panel vector autoregressions with unit roots and cointegration
By: Michael Binder, Cheng Hsiao, M. Hashem Pesaran
Contributors: Hsiao, Cheng, 1943-; Pesaran, M. Hashem, 1946-; University of Maryland (College Park, Md.). Department of Economics
Series: Working paper / University of Maryland, College Park, Department of Economics -- no. 00-05; Working paper series (University of Maryland (College Park, Md.). Department of Economics) -- no. 5
Publisher: University of Maryland, Department of Economics
Published: 2000
Place of publication: College Park, MD
Language: eng
Number of pages: 45
Subjects: Panel analysis; Econometric models
Notes: "May 2000."

Includes bibliographical references (p. R1-R2).