Pages that link to "Item:Q5862416"
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The following pages link to Model selection in factor-augmented regressions with estimated factors (Q5862416):
Displaying 10 items.
- Factor-Adjusted Regularized Model Selection (Q150847) (← links)
- Factor-augmented regression models with structural change (Q500558) (← links)
- Selecting an augmented random effects model (Q2121599) (← links)
- On the estimation and inference in factor-augmented panel regressions with correlated loadings (Q2439796) (← links)
- Model selection for generalized linear models with factor-augmented predictors (Q3077468) (← links)
- (Q4593684) (← links)
- Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors (Q6150354) (← links)
- Tests for group-specific heterogeneity in high-dimensional factor models (Q6183687) (← links)
- Time-varying forecast combination for factor-augmented regressions with smooth structural changes (Q6199635) (← links)
- Selection inconsistency for factor-augmented regressions (Q6594862) (← links)