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The Knowledge Analysis of Panel Vector Autoregression: A Systematic Review
SAGE Open, 2023 The panel vector autoregression (PVAR) model preserves the advantages of the vector autoregression model while expanding its time series to the spatial direction, which can effectively solve the problem of individual heterogeneity using panel data. It is
Rui Yang +3 more
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Estimation of Panel Vector Autoregression in Stata [PDF]
The Stata Journal, 2016 Panel vector autoregression (VAR) models have been increasingly used in applied research. While programs specifically designed to fit time-series VAR models are often included as standard features in most statistical packages, panel VAR model estimation and inference are often implemented with general-use routines that require some programming ...
Inessa Love
exaly +2 more sources
From data to safer roads: predictive modelling and causal analysis of road fatalities in Australia [PDF]
Scientific ReportsThis study uses advanced time-series forecasting and causal modelling techniques to examine long-term patterns in Australian road traffic fatalities. Four statistical approaches were assessed: Holt-Winters, Theta, TBATS, and Vector Autoregression, with ...
Saeid Afshari +2 more
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Bias-corrected estimation of panel vector autoregressions [PDF]
Economics Letters, 2016 We derive a bias-corrected least-squares estimator for panel vector autoregressions with fixed effects. The estimator is straightforward to implement and is asymptotically unbiased under asymptotics where the number of time series observations and the number of cross-sectional observations grow at the same rate.
Koen Jochmans, Geert Dhaene
exaly +4 more sources
Environmental Science and Pollution Research, 2021 The study of the link between production, measured in gross domestic product and CO2 emissions, is a topic under intense research. Carbon emissions are moving together with economic shocks (high synchronicity), particularly at troughs and peaks of a business cycle.
Marinko Skare +2 more
exaly +4 more sources
COMPUTATIONAL SIMULATION OF INSTITUTIONAL-INVESTMENT DYNAMICS USING PANEL VECTOR AUTOREGRESSION
Journal of Problems in Computer Science and Information TechnologiesThis study develops a computational framework for simulating dynamic interactions between institutional quality indicators and foreign direct investment using a panel Vector Autoregression model applied to a multi-country dataset.
Justyna Mrowiec
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TRADE OPENNESS, INVESTMENT FREEDOM- SELECTED COUNTRY RISK INDICATORS, IMPACT ON FOREIGN DIRECT INVESTMENTS, A PANEL VECTOR AUTOREGRESSION MODEL APPROACH [PDF]
Annals of the University of Oradea: Economic Science, 2022 We employ a panel vector autoregression model (PVAR) selecting as endogenous variables Foreign Direct Investments percent of GDP, Trade Openness and Investment Freedom for a database comprised of European Countries. The data are collected from the Global
Iulia ELENES PLATONA
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Model uncertainty in Panel Vector Autoregressive models [PDF]
European Economic Review, 2014 We develop methods for Bayesian model averaging (BMA) or selection (BMS) in Panel Vector Autoregressions (PVARs). Our approach allows us to select between or average over all possible combinations of restricted PVARs where the restrictions involve interdependencies between and heterogeneities across cross-sectional units.
Koop, Gary, Korobilis, Dimitris
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Democracy and Militarization in Developing Countries: A Panel Vector Autoregressive Analysis [PDF]
Defence and Peace Economics, 2021 This study examines the dynamic relationship between democracy and the military in more than 40 developing countries from 1990 to 2017. We investigate the dynamic interaction between democracy and military institutions using a panel vector autoregressive model and impulse response functions as well as variance decomposition analyses.
Sajjad F. Dizaji +1 more
openaire +3 more sources
Jurnal Ekonomi Pembangunan: Kajian Masalah Ekonomi dan Pembangunan, 2023 This study attempts to estimate the impact of corruption and institutions on economic growth in ASEAN countries during 2000-2018. The corruption perception index and six indicators of institutions are utilized.
Dwi Prasetyani +3 more
doaj +1 more source