Quantile regression models with factor‐augmented predictors and information criterion

Tomohiro Ando and Ruey S. Tsay

Econometrics Journal, 2011, vol. 14, issue 1, pages 1-24

Date: 2011
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Econometrics Journal is edited by Richard J. Smith, Oliver Linton, Pierre Perron, Jaap Abbring, Alessio Sancetta and Marius Ooms

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