Quantile regression models with factor‐augmented predictors and information criterion (Q3018487)
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English | Quantile regression models with factor‐augmented predictors and information criterion |
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Quantile regression models with factor‐augmented predictors and information criterion (English)
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27 July 2011
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approximate factor models
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generated regressors
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information-theoretic approach
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panel data
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quantiles
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