Quantile regression models with factor‐augmented predictors and information criterion (Q3018487): Difference between revisions

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+A new look at the statistical model identification
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+Bayesian predictive information criterion for the evaluation of hierarchical Bayesian and empirical Bayes models
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+Model selection for generalized linear models with factor-augmented predictors
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+Inferential Theory for Factor Models of Large Dimensions
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+Determining the Number of Factors in Approximate Factor Models
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Are more data always better for factor analysis?
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+On average derivative quantile regression
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+Regression Quantiles
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+Asymptotic behavior of regression quantiles in non-stationary, dependent cases
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+Publication:3018487