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Likelihood Based Inference In Cointegrated Vector Autoregressive Models
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References
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Posted Content
Is the Relationship between Financial Development and Economic Growth Monotonic? Evidence from a Sample of Middle Income Countries
TL;DR: The authors revisited the relationship between financial development and economic growth in a panel of 52 middle income countries over the 1980-2008 period, using pooled mean group estimator in a dynamic heterogeneous panel setting.
Journal ArticleDOI
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Journal ArticleDOI
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TL;DR: In this article, the authors used multivariate cointegration analysis to estimate electricity demand elasticities at the subsectoral industry level, which enables the benefits of lower heterogeneity within the electricity consuming sectors investigated and of retaining additional information otherwise blurred by aggregation.
Journal ArticleDOI
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Journal ArticleDOI
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Lei Pan,Vinod Mishra +1 more
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