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High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (2015)

First Author: Chang J

Attributed to: Modelling Vast Time Series: Sparsity and Segmentation funded by EPSRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1016/j.jeconom.2015.03.024

Publication URI: http://dx.doi.org/10.1016/j.jeconom.2015.03.024

Type: Journal Article/Review

Parent Publication: Journal of Econometrics

Issue: 2