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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
Bias
1
Bias-correction
1
Bootstrap
1
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Undetermined
11
Free
4
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Article
14
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1
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13
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13
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1
Graue Literatur
1
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1
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English
14
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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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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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ECONIS (ZBW)
14
RePEc
1
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
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1
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