Latent variable nonparametric cointegrating regression
Year of publication: |
2021
|
---|---|
Authors: | Wang, Qiying ; Phillips, Peter C. B. ; Kasparis, Ioannis |
Subject: | Kointegration | Cointegration | Nichtparametrische Schätzung | Nonparametric estimation | Item-Response-Theorie | Item response theory | Nichtparametrisches Verfahren | Nonparametric statistics | Regressionsanalyse | Regression analysis |
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