You are not logged in.

Estimation of factor-augmented panel regressions with weakly influential factors

Reese, Simon and Westerlund, Joakim 2016, Estimation of factor-augmented panel regressions with weakly influential factors, Econometric reviews, vol. In press, pp. 1-123.

Attached Files
Name Description MIMEType Size Downloads

Title Estimation of factor-augmented panel regressions with weakly influential factors
Author(s) Reese, Simon
Westerlund, Joakim
Journal name Econometric reviews
Volume number In press
Start page 1
End page 123
Total pages 123
Publisher Taylor & Francis
Place of publication New York, N.Y.
Publication date 2016
ISSN 0747-4938
1532-4168
Keyword(s) C12
C13
C33
Non-strong common factors
factor-augmented panel regressions
common factor models
Language eng
Field of Research 150202 Financial Econometrics
Socio Economic Objective 919999 Economic Framework not elsewhere classified
HERDC Research category C1 Refereed article in a scholarly journal
Copyright notice ©2016, Taylor & Francis
Persistent URL http://hdl.handle.net/10536/DRO/DU:30078212

Document type: Journal Article
Collection: School of Accounting, Economics and Finance
Connect to link resolver
 
Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved.

Versions
Version Filter Type
Citation counts: TR Web of Science Citation Count  Cited 0 times in TR Web of Science
Scopus Citation Count Cited 0 times in Scopus
Google Scholar Search Google Scholar
Access Statistics: 30 Abstract Views, 2 File Downloads  -  Detailed Statistics
Created: Mon, 07 Sep 2015, 14:41:03 EST

Every reasonable effort has been made to ensure that permission has been obtained for items included in DRO. If you believe that your rights have been infringed by this repository, please contact drosupport@deakin.edu.au.