Pages that link to "Item:Q524817"
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The following pages link to Tests of equal accuracy for nested models with estimated factors (Q524817):
Displayed 5 items.
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Tests for the explanatory power of latent factors (Q2062414) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
- Testing for time-varying factor loadings in high-dimensional factor models (Q5867577) (← links)