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  • Search: subject:"Factor augmented regression"
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Year of publication
Subject
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Estimation theory 13 Regression analysis 13 Regressionsanalyse 13 Schätztheorie 13 Estimation 8 Schätzung 8 Factor-augmented regression 7 Forecasting model 7 Prognoseverfahren 7 Factor analysis 6 Faktorenanalyse 6 Time series analysis 5 Zeitreihenanalyse 5 Structural change 4 Common correlated effects 3 Factor augmented regression 3 Forecasting 3 Panel 3 Panel study 3 Strukturwandel 3 Correlation 2 Factor model 2 Factor-augmented regression model 2 High dimension 2 Induktive Statistik 2 Korrelation 2 Limiting distribution 2 Maximum likelihood 2 Maximum likelihood estimation 2 Maximum-Likelihood-Schätzung 2 Statistical inference 2 Statistical test 2 Statistischer Test 2 Structural break 2 Strukturbruch 2 Two-step estimation 2 Asymptotic null distribution 1 Bias 1 Bias-correction 1 Bootstrap 1
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Online availability
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Undetermined 11 Free 4
Type of publication
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Article 14 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 13 Aufsatz in Zeitschrift 13 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 14 Undetermined 1
Author
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Cui, Guowei 3 Vos, Ignace de 3 Li, Kunpeng 2 Stauskas, Ovidijus 2 Wang, Fa 2 Wang, Shaoping 2 Westerlund, Joakim 2 Chen, Qitong 1 Chen, Sanpan 1 Cheng, Tingting 1 Chong, Terence Tai-Leung 1 Everaert, Gerdie 1 Gao, Jiti 1 Hannadige, Sium Bodha 1 Hong, Yongmiao 1 Kapetanios, George 1 Li, Haiqi 1 Li, Nasha 1 Massacci, Daniele 1 Silvapulle, Mervyn J. 1 Silvapulle, Paramsothy 1 Wang, Lu 1 Wu, Jianhong 1 Xiao, Difa 1 Yan, Yayi 1 Zhang, Jianhua 1 Zou, Lin 1
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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 Economics Letters 1 International journal of forecasting 1 Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1 The Chinese economy 1 The econometrics journal 1
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Source
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ECONIS (ZBW) 14 RePEc 1
Showing 11 - 15 of 15
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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
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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
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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
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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
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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
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