| Title: | Econometric Analysis of High Dimensional VARs Featuring a Dominant Unit |
| Authors: | Pesaran, M Hashem Chudik, Alexander |
| Keywords: | IVAR Models Dominant Units Large Panels Weak and Strong Cross Section Dependence Factor Model |
| Issue Date: | Apr-2010 |
| Publisher: | Faculty of Economics, University of Cambridge, UK |
| Series/Report no.: | CWPE 1024 |
| URI: | http://www.dspace.cam.ac.uk/handle/1810/229379 |
| Appears in Collections: | Cambridge Working Papers in Economics |
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