Dynamic Factor Models, Cointegration and Error Correction Mechanisms
| Year of publication: |
2014-02
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| Authors: | Barigozzi, Matteo ; Lippi, Marco ; Luciani, Matteo |
| Institutions: | European Centre for Advanced Research in Economics and Statistics (ECARES), Solvay Brussels School of Economics and Management |
| Subject: | dynamic factor models for I (1) variables | cointegration | granger representation theorem |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | Published by: The text is part of a series ECARES Working Papers Number ECARES 2014-14 27 pages long |
| Classification: | C00 - Mathematical and Quantitative Methods. General ; C01 - Econometrics ; E00 - Macroeconomics and Monetary Economics. General |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010826340