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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
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
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
2019-11-13 05:13:30
@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},
  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},
  volume       = {34},
  year         = {2019},
}