Reference
Hashem Pesaran (Cambridge University, CIMF and USC), “Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit”, First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 2009.
See also
Published in
First French Econometrics Conference in Toulouse Celebrating Alain Monfort Contribution to Econometrics, Toulouse, France, December 14–15, 2009