# First difference transformation in panel VAR models: Robustness, estimation, and inference

> Research article (Econometric Reviews, 2016) · cited 28× · AI/ML

**Wikidata**: [openalex:W2299309425](https://www.wikidata.org/wiki/openalex:W2299309425)  
**Source**: https://4ort.xyz/entity/first-difference-transformation-in-panel-var-models-robustness-estimation-and-inference