On the implementation and use of factor-augmented regressions in panel data


Autoria(s): Westerlund, Joakim; Urbain, Jean-Pierre
Data(s)

01/01/2013

Identificador

http://hdl.handle.net/10536/DRO/DU:30057287

Idioma(s)

eng

Publicador

Elsevier

Relação

http://dro.deakin.edu.au/eserv/DU:30057287/westerlund-onimplementation-2013.pdf

http://dro.deakin.edu.au/eserv/DU:30057287/westerlund-onimplementation-evid-2013.pdf

http://doi.org/10.1016/j.asieco.2013.02.002

Direitos

2013, Elsevier

Palavras-Chave #China #cross-sectional averages #factor-augmented panel regressions #predictive regression #principal components
Tipo

Journal Article