Pages that link to "Item:Q3018487"
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The following pages link to Quantile regression models with factor‐augmented predictors and information criterion (Q3018487):
Displaying 6 items.
- Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity (Q114808) (← links)
- Modeling associations among multivariate longitudinal categorical variables in survey data: a semiparametric Bayesian approach (Q692410) (← links)
- Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market (Q1927117) (← links)
- Handling multicollinearity in quantile regression through the use of principal component regression (Q2168550) (← links)
- Estimating and testing a quantile regression model with interactive effects (Q2512602) (← links)
- Factor instrumental variable quantile regression (Q2687857) (← links)
