Factor-augmented error correction models
Year of publication: |
2009
|
---|---|
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
|
Subject: | Kointegration | Cointegration | Theorie | Theory |
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