Covariates hiding in the tails
Year of publication: |
2021
|
---|---|
Authors: | Bachem, Milian ; Ergun, Lerby M. ; De Vries, Casper G. |
Publisher: |
Ottawa : Bank of Canada |
Subject: | Econometric and statistical methods |
Series: | Bank of Canada Staff Working Paper ; 2021-45 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 10.34989/swp-2021-45 [DOI] 1772541109 [GVK] hdl:10419/248306 [Handle] RePEc:bca:bocawp:21-45 [RePEc] |
Classification: | C01 - Econometrics ; C14 - Semiparametric and Nonparametric Methods ; c58 |
Source: |
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