Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"factor-augmented regression"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
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
more ...
less ...
Online availability
All
Undetermined
11
Free
4
Type of publication
All
Article
14
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
14
Undetermined
1
Author
All
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
more ...
less ...
Published in...
All
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
more ...
less ...
Source
All
ECONIS (ZBW)
14
RePEc
1
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
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:
3
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:
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
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:
7
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:
8
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:
9
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
