High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High dimensional stochastic regression with latent factors, endogeneity and nonlinearity |
scientific article |
Statements
189
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2
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297-312
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December 2015
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30 October 2015
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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (English)
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\(\alpha\)-mixing
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dimension reduction
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instrument variables
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nonstationarity
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time series
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