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Search: subject:"Factor augmented regression"
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Estimation theory
9
Regression analysis
9
Regressionsanalyse
9
Schätztheorie
9
Factor-augmented regression
5
Forecasting model
4
Prognoseverfahren
4
Estimation
3
Factor analysis
3
Factor augmented regression
3
Faktorenanalyse
3
Forecasting
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
Common correlated effects
2
Factor model
2
Factor-augmented regression model
2
High dimension
2
Induktive Statistik
2
Limiting distribution
2
Maximum likelihood
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Panel
2
Panel study
2
Statistical inference
2
Structural break
2
Structural change
2
Strukturbruch
2
Two-step estimation
2
Aktienmarkt
1
Asymptotic null distribution
1
Bias
1
Börsenkurs
1
CAPM
1
CCE
1
Capital income
1
China
1
Common factor model
1
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Article
11
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1
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1
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English
11
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Cui, Guowei
3
Li, Kunpeng
2
Vos, Ignace de
2
Wang, Fa
2
Wang, Shaoping
2
Westerlund, Joakim
2
Chen, Sanpan
1
Cheng, Tingting
1
Chong, Terence Tai-Leung
1
Everaert, Gerdie
1
Gao, Jiti
1
Hannadige, Sium Bodha
1
Kapetanios, George
1
Li, Nasha
1
Massacci, Daniele
1
Silvapulle, Mervyn J.
1
Silvapulle, Paramsothy
1
Stauskas, Ovidijus
1
Yan, Yayi
1
Zhang, Jianhua
1
Zou, Lin
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Economics letters
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CEA_372Cass working paper series
1
Economics Letters
1
International journal of forecasting
1
Journal of econometrics
1
The Chinese economy
1
The econometrics journal
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ECONIS (ZBW)
11
RePEc
1
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1
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:
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 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:
4
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:
5
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:
6
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:
7
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa
-
2017
Persistent link: https://www.econbiz.de/10013369930
Saved in:
8
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:
9
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:
10
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:
1
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