Quantile regression models with factor-augmented predictors and information criterion.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 1, doi. 10.1111/j.1368-423X.2010.00320.x
- By:
- Publication type:
- Article
Works matching IS 13684221 AND DT 2011 AND VI 14 AND IP 1
Results: 11
1
2
Corrigendum to 'A Gaussian approach for continuous time models of short-term interest rates' (Yu, J. and P. C. B. Phillips, Econometrics Journal, 4, 210-24).
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 126, doi. 10.1111/j.1368-423X.2010.00326.x
- By:
- Publication type:
- Article
3
A hierarchical factor analysis of U.S. housing market dynamics.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. C1, doi. 10.1111/j.1368-423X.2010.00319.x
- By:
- Publication type:
- Article
4
The Hausman test in a Cliff and Ord panel model.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 48, doi. 10.1111/j.1368-423X.2010.00325.x
- By:
- Publication type:
- Article
5
Testing for sphericity in a fixed effects panel data model.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 25, doi. 10.1111/j.1368-423X.2010.00331.x
- By:
- Publication type:
- Article
6
The Denis Sargan Econometrics Prize.
- Published in:
- 2011
- Publication type:
- Editorial
7
Short-term forecasts of euro area GDP growth.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. C25, doi. 10.1111/j.1368-423X.2010.00328.x
- By:
- Publication type:
- Article
8
Royal Economic Society Annual Conference 2009 Special Issue on Factor Models: Theoretical and Applied Perspectives.
- Published in:
- 2011
- By:
- Publication type:
- Editorial
9
Weak and strong cross-section dependence and estimation of large panels.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. C45, doi. 10.1111/j.1368-423X.2010.00330.x
- By:
- Publication type:
- Article
10
Fully modified narrow-band least squares estimation of weak fractional cointegration.
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 77, doi. 10.1111/j.1368-423X.2010.00323.x
- By:
- Publication type:
- Article
11
Corrigendum to 'Likelihood-based cointegration tests in heterogeneous panels' (Larsson R., J. Lyhagen and M. Löthgren, Econometrics Journal, 4, 2001, 109-142).
- Published in:
- Econometrics Journal, 2011, v. 14, n. 1, p. 121, doi. 10.1111/j.1368-423X.2010.00327.x
- By:
- Publication type:
- Article