High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
Year of publication: |
December 2015
|
---|---|
Authors: | Chang, Jinyuan ; Guo, Bin ; Yao, Qiwei |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 189.2015, 2, p. 297-312
|
Subject: | α-mixing | Dimension reduction | Instrument variables | Nonstationarity | Time series | Zeitreihenanalyse | Time series analysis | Stochastischer Prozess | Stochastic process | IV-Schätzung | Instrumental variables | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Nichtlineare Regression | Nonlinear regression | Multivariate Analyse | Multivariate analysis | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
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