CCE estimation of factor-augmented regression models with more factors than observables

Karabiyik, Hande, Urbain, Jean-Pierre and Westerlund, Joakim 2018, CCE estimation of factor-augmented regression models with more factors than observables, Journal of applied econometrics, pp. 1-17, doi: 10.1002/jae.2661.

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Title CCE estimation of factor-augmented regression models with more factors than observables
Author(s) Karabiyik, Hande
Urbain, Jean-Pierre
Westerlund, Joakim
Journal name Journal of applied econometrics
Start page 1
End page 17
Total pages 17
Publisher Wiley
Place of publication Chichester, Eng.
Publication date 2018-09
ISSN 0883-7252
1099-1255
Notes In Press
Language eng
DOI 10.1002/jae.2661
Field of Research 1402 Applied Economics
1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, John Wiley & Sons
Persistent URL http://hdl.handle.net/10536/DRO/DU:30115773

Document type: Journal Article
Collection: Department of Economics
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