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

Westerlund, Joakim and Urbain, Jean-Pierre 2013, On the implementation and use of factor-augmented regressions in panel data, Journal of Asian economics, vol. 28, pp. 3-11, doi: 10.1016/j.asieco.2013.02.002.

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Title On the implementation and use of factor-augmented regressions in panel data
Author(s) Westerlund, Joakim
Urbain, Jean-Pierre
Journal name Journal of Asian economics
Volume number 28
Start page 3
End page 11
Total pages 8
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2013
ISSN 1049-0078
1873-7927
Keyword(s) China
cross-sectional averages
factor-augmented panel regressions
predictive regression
principal components
Notes ACAES-FEG Special Issue: Econometrics of Financial Markets in Asia
Language eng
DOI 10.1016/j.asieco.2013.02.002
Field of Research 150202 Financial Econometrics
Socio Economic Objective 970114 Expanding Knowledge in Economics
HERDC Research category C1 Refereed article in a scholarly journal
HERDC collection year 2013
Copyright notice ©2013, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30057287

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
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Created: Thu, 24 Oct 2013, 16:05:24 EST by Aysun Alpyurek

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