Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (Q2274956)

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Estimation of a rank-reduced functional-coefficient panel data model with serial correlation
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    Estimation of a rank-reduced functional-coefficient panel data model with serial correlation (English)
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    1 October 2019
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    Cholesky decomposition
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    functional coefficients
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    local linear smoothing
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    panel data
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    principal component analysis
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    profile least squares
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    within-subject covariance
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