Nonlinear Factor‐Augmented Predictive Regression Models with Functional Coefficients
Year of publication: |
2020
|
---|---|
Authors: | Li, Degui ; Tosasukul, Jiraroj ; Zhang, Wenyang |
Published in: |
Journal of Time Series Analysis. - Wiley, ISSN 1467-9892, ZDB-ID 1473831-4. - Vol. 41.2020, 3, p. 367-386
|
Publisher: |
Wiley |
Saved in:
Online Resource
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