Factor-augmented error correction models
Anindya Banerjee and Massimiliano Marcellino
| Year of publication: |
2009
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|---|---|
| Authors: | Banerjee, Anindya ; Marcellino, Massimiliano |
| Published in: |
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-923719-7. - 2009, p. 227-254
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| Subject: | Theorie | Theory | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003857845