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 ...

On the other hand, structural regression models deal with estimating the effects between latent factors. The general SEM consists of two models, the measurement model and the structural model.

Bin Chen, Yongmiao Hong, TESTING FOR SMOOTH STRUCTURAL CHANGES IN TIME SERIES MODELS VIA NONPARAMETRIC REGRESSION, Econometrica, Vol. 80, No. 3 (May 2012), pp. 1157-1183 ...

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 ...

Unlike LLMs that focus on text, LDM (Large Data Model) integrates structural causal inference with pre-trained ... including classification, regression, high-dimensional representation extraction, and ...

The paper explores the nexus between the financial and business cycles in a semi-structural New Keynesian model with a financial accelerator, an active banking sector, and an endogenous ...

We extend a small New Keynesian structural model used for monetary policy analysis to address a richer class of policy issues that arise in open economy analysis. We draw a distinction between ...