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ID280767
Title ProperOn the heterogeneity bias of pooled estimators in stationary VAR specifications
LanguageENG
AuthorRebucci, Alessandro
`In' analytical NoteIn 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 SourceIn 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 NumberIMF
Key WordsHeterogeneity Bias ;  Monte Carlo Simulation ;  Dynamic Panel Data Models ;  VARs