scientific article; zbMATH DE number 6811485

zbMATH Open1376.62095MaRDI QIDQ4593684FDOQ4593684

Authors: Anindya Banerjee, Massimiliano Marcellino 

Publication date: 22 November 2017

Title of this publication is not available (Why is that?)

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zbMATH Keywords

macroeconomic variableserror-correction mechanics (ECM)factor-augmented error correction models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)

Cited In (4)

• Analysis of cointegrated models with measurement errors
• Testing for structural stability of factor augmented forecasting models
• Factor-augmented regression models with structural change
• Using large data sets to forecast sectoral employment

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