Factor-augmented error correction models /
Banerjee, Anindya.
Marcellino, Massimiliano.
Centre for Economic Policy Research (Great Britain)
London : Centre for Economic Policy Research,
2008.
"International macroeconomics"--Cover.
"February 2008."
Includes bibliographical references.
Error analysis (Mathematics)
Cointegration.
Econometrics.
Also issued online.