Quantile regression models with factor‐augmented predictors and information criterion
| Year of publication: |
2011
|
|---|---|
| Authors: | Ando, Tomohiro ; Tsay, Ruey S. |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 14.2011, 1, p. 1-24
|
| Publisher: |
Royal Economic Society - RES |