Gaussian rank correlation and regression
Year of publication: |
June 2020
|
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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 | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Wirtschaftswachstum | Economic growth | Robustes Verfahren | Robust statistics | Ranking-Verfahren | Ranking method | Schätzung | Estimation | Kapitaleinkommen | Capital income | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (circa 56 Seiten) Illustrationen |
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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 |
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