Original language | English |
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Title of host publication | The Methodology and Practice of Econometrics: A Festschrift in Honour of David F. Hendry |
Publication status | Published - 1 Jan 2009 |
Factor Error Correction Models
Anindya Banerjee, M Marcellino, JL Castle, N Shephard
Research output: Chapter in Book/Report/Conference proceeding › Chapter