comparaison between GMM and Panal VAR

Questions and discussions on Vector Autoregressions

comparaison between GMM and Panal VAR

Postby emi_kinf » Wed May 23, 2012 10:54 pm

Hi,
Can somebody help me justify the use of Panel VAR instead of GMM model
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Re: comparaison between GMM and Panal VAR

Postby TomDoan » Thu May 24, 2012 10:20 am

For what model?
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