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The factor analytical approach in trending near unit root panels
Westerlund, Joakim; Norkutė, Milda; Stauskas, Ovidijus - In: Journal of Time Series Analysis 43 (2021) 3, pp. 501-508
Persistent link: https://www.econbiz.de/10012636184
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The factor analytical approach in trending near unit root panels
Norkutė, Milda; Westerlund, Joakim; Stauskas, Ovidijus - 2021
Persistent link: https://www.econbiz.de/10012601025
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Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477