Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit-Reference-Cited by-同舟云学术

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Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit

Published:2021-02 Issue:2 Volume:220 Page:589-605
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Khalaf Lynda,Kichian Maral,Saunders Charles J.,Voia Marcel

Funder

Social Sciences and Humanities Research Council of Canada

Fonds FQRSC

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference43 articles.

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2. Exchange rate volatility and productivity growth: The role of financial development;Aghion;J. Monetary Econ.,2009

3. Current accounts and oil price fluctuations in oil-exporting countries: the role of financial development;Allegret;J. Int. Money Financ.,2014

4. The distributed lag between capital appropriations and expenditures;Almon;Econometrica,1965

5. Formulation and estimation of dynamic models using panel data;Anderson;J. Econometrics,1982

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