D14 - Personal Finance - Bank of Canada
https://www.bankofcanada.ca/rss-feeds/
Bank of Canada RSS Feedsen2024-03-28T17:36:43+00:00A Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions
https://www.bankofcanada.ca/2018/07/staff-working-paper-2018-29/
This paper proposes a method for estimating the joint distribution of two or more variables when only their marginal distributions and the distribution of their aggregates are observed. Nonparametric identification is achieved by modelling dependence using a latent common-factor structure.2018-07-04T10:50:38+00:00enA Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint Distributions2018-07-04Bank notesDigital currencies and fintechEconometric and statistical methodsStaff Working Paper 2018-29https://www.bankofcanada.ca/wp-content/uploads/2018/07/swp2018-29.pdfA Look Inside the Box: Combining Aggregate and Marginal Distributions to Identify Joint DistributionsMarie-Hélène FeltJuly 2018CC1C14DD1D14EE4E41