The factor analytical approach in trending near unit root panels

journal contribution

posted on 2021-09-03, 00:00 authored by Joakim WesterlundJoakim Westerlund, M Norkutė, O Stauskas

The factor analytical approach in trending near unit root panels

History

Journal

Journal of Time Series Analysis

Volume

43

Pagination

501-508

Location

London, Eng.

Publisher DOI

https://doi.org/10.1111/jtsa.12624

ISSN

0143-9782

eISSN

1467-9892

Language

English

Author URL

http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000696864500001&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=a045e4b2bb1f2b747c68c720ec8913b7

Publication classification

C1 Refereed article in a scholarly journal

Issue

3

Publisher

WILEY

Usage metrics

Categories

Keywords

Science & Technology Physical Sciences Mathematics, Interdisciplinary Applications Statistics & Probability Mathematics Factor analytical method near unit root panel incidental trends Hessian AUTOREGRESSIVE ROOTS MODELS GMM 3802 Econometrics

Licence

All Rights Reserved

Exports

RefWorks

BibTeX

Ref. manager

Endnote

DataCite

NLM

DC