Factor Error Correction Models

Anindya Banerjee, M Marcellino, JL Castle, N Shephard

Research output: Chapter in Book/Report/Conference proceedingChapter

Original languageEnglish
Title of host publicationThe Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry
Publication statusPublished - 1 Jan 2009

Cite this