Title

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

Journal title

Central European Journal of Economic Modelling and Econometrics

Yearbook

2016

Issue

No 4

Authors

Kębłowski, Piotr

Keywords

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

Divisions of PAS

Nauki Humanistyczne i Społeczne

Coverage

203-217

Publisher

Oddział PAN w Łodzi

Date

31.12.2016

Type

Artykuły / Articles

Identifier

DOI: 10.24425/cejeme.2016.119196 ; ISSN - 2080-0886, ISSN online - 2080-119X

Source

Central European Journal of Economic Modelling and Econometrics; 2016; No 4; 203-217