Details

Title

Canonical Correlation Analysis in Panel Vector Error Correction Model. Performance Comparison

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2016

Numer

No 4

Publication authors

Keywords

canonical correlation analysis, cointegration, panel VEC model, LCCA, Box-Tiao approach

Divisions of PAS

Nauki Humanistyczne i Społeczne

Publisher

Oddział PAN w Łodzi

Identifier

ISSN - 2080-0886, ISSN online - 2080-119X

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