Authors: Chudik, Alexander Pesaran, M Hashem

Citation: Chudik, Alexander et Pesaran, M Hashem, Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit, Econometric reviews , 33(5-6), 2013, pp. 592-649

Authors: Chudik, Alexander Pesaran, M. Hashem Yang, Jui-Chung

Citation: Chudik, Alexander et al., Half-panel jackknife fixed-effects estimation of linear panels with weakly exogenous regressors, Journal of applied econometrics , 33(6), 2018, pp. 816-836