TY - JOUR TI - Estimating Vector Autoregressions with Panel Data AU - Douglas Holtz‐Eakin AU - Whitney K. Newey AU - Harvey S. Rosen JO - Econometrica PY - 1988 VL - 56 IS - 6 DO - 10.2307/1913103 UR - https://doi.org/10.2307/1913103 ER -