@article{a424715bf05d4f23b37fb8c00a23b969,
title = "A note on parameter estimations of panel vector autoregressive models with intercorrelation",
abstract = "This note considers parameter estimation for panel vector autoregressive models with intercorrelation. Conditional least squares estimators are derived and the asymptotic normality is established. A simulation is carried out for illustration.",
keywords = "Estimation, Intercorrelation, Panel vector autoregression, Time series",
author = "Wu, \{Jian Hong\} and Lixing ZHU and Li, \{Zai Xing\}",
note = "Funding Information: Manuscript received March 13, 2007. Revised February 25, 2008. This study was supported by a grant from the Research Grants Council of Hong Kong. Also the work of the first author was supported in part by project 07JJD790154 and Youth Talent Foundation of Zhejiang Gongshang University.",
year = "2009",
month = apr,
doi = "10.1007/s10255-007-7023-8",
language = "English",
volume = "25",
pages = "177--182",
journal = "Acta Mathematicae Applicatae Sinica",
issn = "0168-9673",
publisher = "Springer Verlag",
number = "2",
}