Testing for sparse idiosyncratic components in factor-augmented regression models
Jad Beyhum, Jonas Striaukas
Topics & Concepts
EconometricsRegressionRegression analysisFactor regression modelMathematicsFactor (programming language)StatisticsComputer scienceProper linear modelPolynomial regressionProgramming languageStatistical Methods and InferenceAdvanced Statistical Methods and ModelsFuzzy Systems and Optimization