Travail de recherche/Working paper
| Titre: |
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| Auteur: | Barigozzi, Matteo; Lippi, Marco; Luciani, Matteo |
| Statut de publication: | Publié, 2014-02 |
| series: | ECARES Working Papers, ECARES 2014-14 |
| Sujet CREF: | Economie |
| Sujet JEL: | Mathematical and Quantitative Methods: General |
| Econometrics | |
| Macroeconomics and Monetary Economics: General | |
| Volumes/pages: | 27 p. |
| Mots-clés: | dynamic factor models for I (1) variables |
| cointegration | |
| granger representation theorem | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/157568 |
