Quantile regression models with factor‐augmented predictors and information criterion
Author:
Affiliation:
1. Graduate School of Business Administration, Keio University, 4‐1‐1 Hiyoshi, Kohoku‐ku, Yokohama‐shi, Kanagawa 223‐8526, Japan.
2. Booth School of Business, University of Chicago, 5807 S. Woodlawn Avenue, Chicago, IL 60637, USA.
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/14/1/1/27665903/ectj0001.pdf
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