Gaussian rank correlation and regression
Dante Amengual, Enrique Sentana, Zhanyuan Tian
| Year of publication: |
2022
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|---|---|
| Authors: | Amengual, Dante ; Sentana, Enrique ; Tian, Zhanyuan |
| Published in: |
Essays in honor of M. Hashem Pesaran : panel modeling, micro applications, and econometric methodology. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-067-2. - 2022, p. 269-306
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| Subject: | Copula | growth regressions | migration | misspecification | momentum | robustness | short-term reversals | Regressionsanalyse | Regression analysis | Korrelation | Correlation | Multivariate Verteilung | Multivariate distribution | Wirtschaftswachstum | Economic growth | Schätzung | Estimation | Kapitaleinkommen | Capital income | Ranking-Verfahren | Ranking method | Volatilität | Volatility | Robustes Verfahren | Robust statistics | Modellierung | Scientific modelling | Schätztheorie | Estimation theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532021000043B012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013194599