Panel vector autoregressions with binary data

Keyphrases

• Binary Data 100%
• Logit Model 100%
• Panel Vector Autoregression 100%
• Bivariate 50%
• Schmidt 50%
• Identification Strategy 50%
• Exogenous Variables 50%
• Fixed Effects 50%
• Small T 50%
• Cross Equation 50%
• Dynamic Panel Data 50%
• Multivariate Logit 50%
• Study Identification 50%
• Asymptotic Normal Distribution 50%
• Exogenous Covariates 50%

Economics, Econometrics and Finance

• Autoregression 100%
• Logit Model 100%
• Fixed Effects 50%
• Panel Study 50%