Quantile regression models with factor‐augmented predictors and information criterion
Year of publication: |
2011
|
---|---|
Authors: | Ando, Tomohiro ; Tsay, Ruey S. |
Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 14.2011, 1, p. 1-24
|
Publisher: |
Royal Economic Society - RES |
Saved in:
freely available
Saved in favorites
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