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

journal contribution

posted on 2013-01-01, 00:00 authored by Joakim WesterlundJoakim Westerlund, J P Urbain

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

History

Journal

Journal of Asian economics

Volume

28

Pagination

3 - 11

Location

Amsterdam, The Netherlands

ISSN

1049-0078

eISSN

1873-7927

Language

eng

Notes

ACAES-FEG Special Issue: Econometrics of Financial Markets in Asia

Publication classification

C1 Refereed article in a scholarly journal

Copyright notice

2013, Elsevier

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Keywords

China cross-sectional averages factor-augmented panel regressions predictive regression principal components Social Sciences Economics Business & Economics

Licence

All Rights Reserved

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