Reference sources

Reference material used for orientation; read primary and academic sources first when claims conflict.

1. [S1] Reference

   Holtz-Eakin, Newey, Rosen (1988) --- GMM estimation of dynamic panel models with fixed effects and lagged dependent variables

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2. [S2] Reference

   Pesaran, Smith (1995) --- demonstrated inconsistency of pooled estimators under slope heterogeneity, proposed mean-group estimator

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3. [S3] Reference

   Love, Zicchino (2006) --- popularized fixed-effects panel VAR with Helmert transformation and impulse response analysis

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4. [S4] Reference

   Canova, Ciccarelli (2004, 2009, 2013) --- Bayesian panel VAR with hierarchical priors for cross-unit shrinkage

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5. [S5] Reference

   Pesaran, Schuermann, Weiner (2004) --- Global VAR linking country-specific models through trade-weighted foreign variables

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