Search Results - subject:"Augmented regression"

Bias-corrected common correlated effects pooled estimation in dynamic panels

Vos, Ignace de; Everaert, Gerdie - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 294-306

Persistent link: https://www.econbiz.de/10012424521

Maximum likelihood estimation and inference for high dimensional nonlinear factor models

Wang, Fa - 2017

Persistent link: https://www.econbiz.de/10013369930

On CCE estimation of factor-augmented models when regressors are not linear in the factors

Vos, Ignace de; Westerlund, Joakim - In: Economics letters 178 (2019), pp. 5-7

Persistent link: https://www.econbiz.de/10012121568

The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach

Hlouskova, Jaroslava; Wagner, Martin - In: Swiss Journal of Economics and Statistics (SJES) 149 (2013) IV, pp. 445-492

In this paper we use principal components augmented regressions (PCARs), partly in conjunction with model averaging, to determine the variables relevant for economic growth. The use of PCARs allows to effectively tackle two major problems that the empirical growth literature faces: (i) the...

Persistent link: https://www.econbiz.de/10011105010

The Determinants of Long-Run Economic Growth: A Conceptually and Computationally Simple Approach

Hlouskova, Jaroslava; Wagner, Martin - In: Swiss Journal of Economics and Statistics 149 (2013) 4, pp. 445-492

Persistent link: https://www.econbiz.de/10011933315

International stock return predictability : evidence from new statistical tests

Charles, Amélie; Darné, Olivier; Kim, Jae H. - In: International review of financial analysis 54 (2017), pp. 97-113

Persistent link: https://www.econbiz.de/10011878164

On testing for structural break of coefficients in factor-augmented regression models

Chen, Sanpan; Cui, Guowei; Zhang, Jianhua - In: Economics letters 161 (2017), pp. 141-145

Persistent link: https://www.econbiz.de/10011904543

A new approach to modeling sector stock returns in China

Chong, Terence Tai-Leung; Li, Nasha; Zou, Lin - In: The Chinese economy 50 (2017) 5, pp. 305-322

Persistent link: https://www.econbiz.de/10011822211

Factor-augmented regression models with structural change

Wang, Shaoping; Cui, Guowei; Li, Kunpeng - In: Economics Letters 130 (2015) C, pp. 124-127

This paper considers a factor-augmented regression model in the presence of structural change. We propose a two …

Persistent link: https://www.econbiz.de/10011263399

Factor-augmented regression models with structural change

Wang, Shaoping; Cui, Guowei; Li, Kunpeng - In: Economics letters 130 (2015), pp. 124-127

Persistent link: https://www.econbiz.de/10011422470