Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs

Martin Feldkircher, Florian Huber, Michael Pfarrhofer

Publikation: Beitrag in Buch/Bericht/KonferenzbandKapitel in einem SammelbandForschungBegutachtung

OriginalspracheEnglisch
TitelAdvanced Studies in Theoretical and Applied Econometrics
Herausgeber (Verlag)Springer
Seiten65-93
Seitenumfang29
DOIs
PublikationsstatusVeröffentlicht - 1 Jan 2020

Publikationsreihe

NameAdvanced Studies in Theoretical and Applied Econometrics
Band52
ISSN (Print)1570-5811
ISSN (elektronisch)2214-7977

Zitieren

Feldkircher, M., Huber, F., & Pfarrhofer, M. (2020). Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. in Advanced Studies in Theoretical and Applied Econometrics (S. 65-93). (Advanced Studies in Theoretical and Applied Econometrics; Band 52). Springer. https://doi.org/10.1007/978-3-030-31150-6_3
Feldkircher, Martin ; Huber, Florian ; Pfarrhofer, Michael. / Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. Advanced Studies in Theoretical and Applied Econometrics. Springer, 2020. S. 65-93 (Advanced Studies in Theoretical and Applied Econometrics).
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Feldkircher, M, Huber, F & Pfarrhofer, M 2020, Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. in Advanced Studies in Theoretical and Applied Econometrics. Advanced Studies in Theoretical and Applied Econometrics, Bd. 52, Springer, S. 65-93. https://doi.org/10.1007/978-3-030-31150-6_3

Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. / Feldkircher, Martin; Huber, Florian; Pfarrhofer, Michael.

Advanced Studies in Theoretical and Applied Econometrics. Springer, 2020. S. 65-93 (Advanced Studies in Theoretical and Applied Econometrics; Band 52).

Publikation: Beitrag in Buch/Bericht/KonferenzbandKapitel in einem SammelbandForschungBegutachtung

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AU - Huber, Florian

AU - Pfarrhofer, Michael

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Feldkircher M, Huber F, Pfarrhofer M. Factor Augmented Vector Autoregressions, Panel VARs, and Global VARs. in Advanced Studies in Theoretical and Applied Econometrics. Springer. 2020. S. 65-93. (Advanced Studies in Theoretical and Applied Econometrics). https://doi.org/10.1007/978-3-030-31150-6_3