Quantile regression models with factor‐augmented predictors and information criterion
From MaRDI portal
Publication:3018487
DOI10.1111/j.1368-423X.2010.00320.xzbMath1218.62061MaRDI QIDQ3018487
Publication date: 27 July 2011
Published in: The Econometrics Journal (Search for Journal in Brave)
panel data; quantiles; generated regressors; approximate factor models; information-theoretic approach
62P20: Applications of statistics to economics
62H25: Factor analysis and principal components; correspondence analysis
62H12: Estimation in multivariate analysis
65C05: Monte Carlo methods
62B10: Statistical aspects of information-theoretic topics
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Uses Software
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