Partial time-varying regression modelling under general heterogeneity
Year of publication: |
2024
|
---|---|
Authors: | Giraitis, Liudas ; Kapetanios, George ; Li, Yufei ; Nguyen, Tien Chuong |
Publisher: |
London : Queen Mary University of London, School of Economics and Finance |
Subject: | structural change | time-varying parameters | non-parametric estimation |
Series: | Working Paper ; 985 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1916563805 [GVK] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C50 - Econometric Modeling. General |
Source: |
-
Partial time-varying regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
-
Regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
-
Regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
- More ...
-
Partial time-varying regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
-
Regression modelling under general heterogeneity
Giraitis, Liudas, (2024)
-
Robust inference on correlation under general heterogeneity
Giraitis, Liudas, (2022)
- More ...