On the implementation and use of factor-augmented regressions in panel data
Year of publication: |
2013
|
---|---|
Authors: | Westerlund, Joakim ; Urbain, Jean-Pierre |
Published in: |
Journal of Asian economics. - Amsterdam [u.a.] : Elsevier Science, ISSN 1049-0078, ZDB-ID 1061920-3. - Vol. 28.2013, p. 3-11
|
Subject: | Factor-augmented panel regressions | Principal components | Cross-sectional averages | China | Predictive regression | Regressionsanalyse | Regression analysis | Panel | Panel study | Schätztheorie | Estimation theory |
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