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Test for parameter instability in dynamic factor models

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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity

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Dynamic factor models, cointegration, and error correction mechanisms

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of a Vector Error Correction Mechanism with c error terms. This result is the basis for consistent estimation of Non …

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The tensions between books and book markets as expressions of culture and books as products in profit-making businesses are analysed and insights from the theory of industrial organisation are given. Governments intervene in the market for books through laws concerning prices of books, grants...

Persistent link: https://www.econbiz.de/10002734112