Search Results - "Factor-augmented regression" :: K.UTB vyhledávací portál | TBU Library Retrieval Portal

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Maximum likelihood estimation and inference for high dimensional generalized factor models with application to factor-augmented regressions

by Wang, Fa
Published in Journal of econometrics (01.07.2022)

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Forecasting in factor augmented regressions under structural change

by Massacci, Daniele, Kapetanios, George
Published in International journal of forecasting (01.01.2024)

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Journal Article