ID | 280767 |
Title Proper | On the heterogeneity bias of pooled estimators in stationary VAR specifications |
Language | ENG |
Author | Rebucci, Alessandro |
`In' analytical Note | In Zettelmeyer, Jeromin: Impact of monetary policy on the bilateral exchange rate:Chile versus the United States. Washington. International Monetary Fund, 2003. --(IMF WP/03/71) |
Journal Source | In Zettelmeyer, Jeromin: Impact of monetary policy on the bilateral exchange rate:Chile versus the United States. Washington. International Monetary Fund, 2003. --(IMF WP/03/71) |
Classification Number | IMF |
Key Words | Heterogeneity Bias ; Monte Carlo Simulation ; Dynamic Panel Data Models ; VARs |