Factor-augmented error correction models

Anindya Banerjee and Massimiliano Marcellino

Year of publication:	2008
Other Persons:	Banerjee, Anindya (contributor) ; Marcellino, Massimiliano (contributor)
Institutions:	European University Institute / Department of Economics (contributor)
Publisher:	Badia Fiesolana, San Domenico (Fl)
Subject:	Kointegration \| Cointegration \| Theorie \| Theory

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