High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
type: Item
instance of: scholarly article
published in: Journal of Econometrics
volume: 189
issue: 2
page(s): 297-312
publication date: 2015-12-01T00:00:00Z
publication date: 2015-10-30T00:00:00Z
author: Qiwei Yao
author: Jinyuan Chang
author: Bin Guo
title: High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
zbMATH Open document ID: 1337.62247
full work available at URL: https://arxiv.org/abs/1310.1990
full work available at URL: http://eprints.lse.ac.uk/61886/
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 91B84
zbMATH DE Number: 6502478
zbMATH Keywords: \(\alpha\)-mixing
zbMATH Keywords: dimension reduction
zbMATH Keywords: instrument variables
zbMATH Keywords: nonstationarity
zbMATH Keywords: time series
MaRDI profile type: MaRDI publication profile
OpenAlex ID: W2111818489
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DOI: 10.1016/J.JECONOM.2015.03.024
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author name string: Jinyuan Chang
author name string: Bin Guo
description: scientific article; zbMATH DE number 6502478