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  • Search: subject:"Augmented regression"
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Year of publication
Subject
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Regression analysis 17 Regressionsanalyse 17 Estimation theory 15 Schätztheorie 15 Estimation 11 Schätzung 11 Forecasting model 10 Prognoseverfahren 10 Factor-augmented regression 7 Factor analysis 6 Faktorenanalyse 6 Time series analysis 5 Zeitreihenanalyse 5 Capital income 4 Forecasting 4 Kapitaleinkommen 4 Structural change 4 Common correlated effects 3 Factor augmented regression 3 Forecast 3 Panel 3 Panel study 3 Prognose 3 Statistical test 3 Statistischer Test 3 Strukturwandel 3 economic convergence 3 economic growth 3 frequentist model averaging 3 growth regressions 3 principal components augmented regression 3 Augmented regression 2 Bias 2 Bootstrap approach 2 Bootstrap-Verfahren 2 Börsenkurs 2 Correlation 2 Factor model 2 Factor-augmented regression model 2 High dimension 2
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Online availability
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Undetermined 14 Free 7
Type of publication
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Article 21 Book / Working Paper 2
Type of publication (narrower categories)
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Article in journal 17 Aufsatz in Zeitschrift 17 Arbeitspapier 1 Article 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
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Language
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English 19 Undetermined 4
Author
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Cui, Guowei 3 Hlouskova, Jaroslava 3 Vos, Ignace de 3 Wagner, Martin 3 Amihud, Yakov 2 Li, Kunpeng 2 Stauskas, Ovidijus 2 Wang, Fa 2 Wang, Shaoping 2 Wang, Yi 2 Westerlund, Joakim 2 Charles, Amélie 1 Chen, Qitong 1 Chen, Sanpan 1 Cheng, Tingting 1 Chong, Terence Tai-Leung 1 Darné, Olivier 1 Everaert, Gerdie 1 Gao, Jiti 1 Hannadige, Sium Bodha 1 Harvey, David I. 1 Hong, Yongmiao 1 Hurvich, Clifford 1 Hurvich, Clifford M. 1 Jayetileke, Harshanie L. 1 Kapetanios, George 1 Kim, Jae H. 1 Leybourne, Stephen James 1 Li, Haiqi 1 Li, Nasha 1 Massacci, Daniele 1 Silvapulle, Mervyn J. 1 Silvapulle, Paramsothy 1 Taylor, Robert 1 Wang, Lu 1 Wang, You-Gan 1 Wu, Jianhong 1 Xiao, Difa 1 Yan, Yayi 1 Zhang, Jianhua 1
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Institution
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EconWPA 1
Published in...
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Economics letters 3 Journal of business & economic statistics : JBES ; a publication of the American Statistical Association 3 Journal of econometrics 3 CEA_372Cass working paper series 1 Econometric reviews 1 Economics Letters 1 Finance 1 International journal of forecasting 1 International review of financial analysis 1 Journal of Empirical Finance 1 Journal of empirical finance 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 Swiss Journal of Economics and Statistics 1 Swiss Journal of Economics and Statistics (SJES) 1 Swiss journal of economics and statistics 1 The Chinese economy 1 The econometrics journal 1
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Source
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ECONIS (ZBW) 18 RePEc 4 EconStor 1
Showing 1 - 10 of 23
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Cross-section bootstrap for CCE regressions
Vos, Ignace de; Stauskas, Ovidijus - In: Journal of econometrics 240 (2024) 1, pp. 1-20
Persistent link: https://www.econbiz.de/10015074614
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Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha; Gao, Jiti; Silvapulle, Mervyn J.; … - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
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Improved tests for stock return predictability
Harvey, David I.; Leybourne, Stephen James; Taylor, Robert - In: Econometric reviews 42 (2023) 9/10, pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
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Tests of equal forecasting accuracy for nested models with estimated CCE factors
Stauskas, Ovidijus; Westerlund, Joakim - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1745-1758
Persistent link: https://www.econbiz.de/10013540477
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Time-varying forecast combination for factor-augmented regressions with smooth structural changes
Chen, Qitong; Hong, Yongmiao; Li, Haiqi - In: Journal of econometrics 240 (2024) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10015075077
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Estimation and testing of the factor-augmented panel regression models with missing data
Xiao, Difa; Wang, Lu; Wu, Jianhong - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 28 (2024) 4, pp. 583-604
Persistent link: https://www.econbiz.de/10015123069
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Forecasting in factor augmented regressions under structural change
Massacci, Daniele; Kapetanios, George - In: International journal of forecasting 40 (2024) 1, pp. 62-76
Persistent link: https://www.econbiz.de/10014450259
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Factor-augmented forecasting regressions with threshold effects
Yan, Yayi; Cheng, Tingting - In: The econometrics journal 25 (2022) 1, pp. 134-154
Persistent link: https://www.econbiz.de/10012878901
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Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions
Wang, Fa - In: Journal of econometrics 229 (2022) 1, pp. 180-200
Persistent link: https://www.econbiz.de/10013441851
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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