A residual-based test of the null of cointegration in panel data
This paper proposes a residual-based Lagrange Multiplier (LM) test for the null of cointegration in panel data. The test is analogous to the locally best unbiased invariant (LBU...
This paper proposes a residual-based Lagrange Multiplier (LM) test for the null of cointegration in panel data. The test is analogous to the locally best unbiased invariant (LBU...
We propose a new deterministic approach to coreference resolution that combines the global information and precise features of modern machine-learning models with the transparen...