Gaussian rank correlation and regression
Dante Amengual, Enrique Sentana, Zhanyuan Tian
| Year of publication: |
June 2020
|
|---|---|
| Authors: | Amengual, Dante ; Sentana, Enrique ; Tian, Zhanyuan |
| Publisher: |
Madrid, Spain : Centro de estudios monetarios y financieros |
| Subject: | Copula | growth regressions | migration | misspecification | momentum | robustness | shortterm reversals | Regressionsanalyse | Regression analysis | Multivariate Verteilung | Multivariate distribution | Korrelation | Correlation | Modellierung | Scientific modelling | Robustes Verfahren | Robust statistics | Schätzung | Estimation | Schätztheorie | Estimation theory | Wirtschaftswachstum | Economic growth | Ranking-Verfahren | Ranking method | Kapitaleinkommen | Capital income | Momentenmethode | Method of moments | Welt | World |
| Extent: | 1 Online-Ressource (circa 56 Seiten) Illustrationen |
|---|---|
| Series: | CEMFI working paper. - Madrid : [Verlag nicht ermittelbar], ZDB-ID 2259759-1. - Vol. 2004 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012308723