Unified inference for nonlinear factor models from panels with fixed and large time span (Q2323363): Difference between revisions
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Revision as of 02:14, 20 March 2024
scientific article
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English | Unified inference for nonlinear factor models from panels with fixed and large time span |
scientific article |
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Unified inference for nonlinear factor models from panels with fixed and large time span (English)
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2 September 2019
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asymptotic bias
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incidental parameter problem
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inference
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large data sets
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nonlinear factor model
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options
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panel data
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stable convergence
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stochastic volatility
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