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Home > Working Papers > View by Author > Hailong Qian

Hailong Qian Working Papers

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#2006-050A "Analysis of Panel Vector Error Correction Models Using Maximum Likelihood, the Bootstrap, and Canonical-Correlation Estimators"
by Richard G. Anderson, Hailong Qian, and Robert H. Rasche
August 2006

In this paper, we examine the use of Box-Tiao’s (1977) canonical correlation method as an alternative to likelihood-based inferences for vector error-correction models. More...
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