High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524)
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scientific article; zbMATH DE number 6502478
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| default for all languages | No label defined |
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| English | High dimensional stochastic regression with latent factors, endogeneity and nonlinearity |
scientific article; zbMATH DE number 6502478 |
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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0.7455214858055115
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0.7414255738258362
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0.7373995780944824
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0.7339140176773071
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0.7293748259544373
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Jinyuan Chang
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Bin Guo
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