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 ...

Nonparametric estimation of a structural cointegrating regression model is studied. As in the standard linear cointegrating regression model, the regressor and the dependent variable are jointly ...

This course consists of two sections: Section 1 demonstrates linear regression to model the linear relationship between a response and predictor(s) when both the response and predictors are continuous ...

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 ...