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Search: subject:"Factor augmented regression"
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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
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1
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1
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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
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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
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ECONIS (ZBW)
14
RePEc
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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
Saved in:
12
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
Saved in:
13
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
Saved in:
14
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
Saved in:
15
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
Saved in:
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