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Quantile regression models with factor-augmented predictors and information criterion
Ando, Tomohiro; Tsay, Ruey S. - In: The econometrics journal 14 (2011) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10009007618
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Quantile regression models with factor‐augmented predictors and information criterion
Ando, Tomohiro; Tsay, Ruey S. - In: The econometrics journal 14 (2011) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10008845137