Anindya Banerjee

Publications

  1. 2019
  2. E-pub ahead of print
  3. 2017
  4. Published

    Structural FECM: cointegration in large-scalestructural FAVAR models

    Anindya Banerjee, 1 Sep 2017, In : Journal of Applied Econometrics. 32, 6, p. 1069-1086 18 p.

    Research output: Contribution to journalArticle

  5. Published

    Testing for Panel Cointegration using Common Correlated Effects Estimators

    Anindya Banerjee, Jul 2017, In : Journal of Time Series Analysis. 38, 4, p. 610-636 27 p.

    Research output: Contribution to journalArticle

  6. 2016
  7. Published

    An overview of the factor-augmented error-correction model

    Anindya Banerjee, 2016, Dynamic Factor Models. Koopman, S. J. & Hillebrand, E. (eds.). Emerald, Vol. 35. p. 3-41 39 p. (Advances in Econometrics).

    Research output: Chapter in Book/Report/Conference proceedingChapter (peer-reviewed)

  8. 2015
  9. Published

    How to use SETAR models in gretl

    Federico Lampis & Anindya Banerjee, Aug 2015, In : Computational Economics. 46, 2, p. 231-41 11 p.

    Research output: Contribution to journalArticle

  10. 2014
  11. Published

    A multiple break panel approach to estimating United States Phillips curves

    Anindya Banerjee, Oct 2014, Department of Economic Studies, University of Dundee, (Dundee Discussion Papers in Economics; no. 252).

    Research output: Working paperDiscussion paper

  12. Published

    Forecasting with factor-augmented error correction models

    Anindya Banerjee, 2014, In : International Journal of Forecasting. 30, 3, p. 589-612

    Research output: Contribution to journalArticle

  13. Published
  14. Published
  15. 2013
  16. Published
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