In this paper, we consider a nonparametric model with a time-varying regression function and locally stationary regressors. We are interested in the question whether the regression function has the ...
This paper analyzes similar tests for structural change for the normal linear regression model in finite samples. Using the approach of Wald (1943, "American Mathematical Society Transactions" 54, 426 ...
Latent factors are variables that cannot be observed directly but can be inferred from a set of observable variables. For example, in psychology, bad conduct (latent factor) can be measured by how ...
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