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

Research output: Contribution to journalArticle

Details

Authors
Organisations
External organisations
  • Maastricht University
  • Vrije Universiteit Amsterdam
  • Deakin University
Research areas and keywords

Subject classification (UKÄ) – MANDATORY

  • Economics
Original languageEnglish
Pages (from-to)268-284
JournalJournal of Applied Econometrics
Volume34
Issue number2
Early online date2018 Sep 30
Publication statusPublished - 2019
Publication categoryResearch
Peer-reviewedYes