Discovering common trends in a large set of disaggregates: statistical procedures and their properties Working Papers uri icon

authors

  • CARLOMAGNO REAL, GUILLERMO
  • ESPASA TERRADES, ANTONI

publication date

  • 2015

series title

  • UC3M Working papers. Statistics and Econometrics

series number

  • 15-19

keywords

  • cointegration; factor models; disaggregation; pairwise tests