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CCE Estimation of Factor-Augmented Regression Models with more Factors than Observables

Karabiyik, Hande ; Urbain, Jean-Pierre and Westerlund, Joakim LU (2019) In Journal of Applied Econometrics 34(2). p.268-284
Please use this url to cite or link to this publication:
author
; and
organization
publishing date
type
Contribution to journal
publication status
published
subject
in
Journal of Applied Econometrics
volume
34
issue
2
pages
268 - 284
publisher
John Wiley & Sons Inc.
external identifiers
  • scopus:85055276752
ISSN
1099-1255
DOI
10.1002/jae.2661
language
English
LU publication?
yes
id
25af17c1-13de-4d81-b37c-825fba775979
date added to LUP
2018-08-22 16:23:36
date last changed
2022-04-25 08:24:00
@article{25af17c1-13de-4d81-b37c-825fba775979,
  author       = {{Karabiyik, Hande and Urbain, Jean-Pierre and Westerlund, Joakim}},
  issn         = {{1099-1255}},
  language     = {{eng}},
  number       = {{2}},
  pages        = {{268--284}},
  publisher    = {{John Wiley & Sons Inc.}},
  series       = {{Journal of Applied Econometrics}},
  title        = {{CCE Estimation of Factor-Augmented Regression Models with more Factors than Observables}},
  url          = {{http://dx.doi.org/10.1002/jae.2661}},
  doi          = {{10.1002/jae.2661}},
  volume       = {{34}},
  year         = {{2019}},
}