Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052): Difference between revisions
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Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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Property / Mathematics Subject Classification ID: 60F05 / rank | |||
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Property / zbMATH DE Number: 6578666 / rank | |||
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chi-square | |||
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instrumentation | |||
Property / zbMATH Keywords: instrumentation / rank | |||
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IVX methods | |||
Property / zbMATH Keywords: IVX methods / rank | |||
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local to unity | |||
Property / zbMATH Keywords: local to unity / rank | |||
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mild integration | |||
Property / zbMATH Keywords: mild integration / rank | |||
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mild explosiveness | |||
Property / zbMATH Keywords: mild explosiveness / rank | |||
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predictive regression | |||
Property / zbMATH Keywords: predictive regression / rank | |||
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robustness | |||
Property / zbMATH Keywords: robustness / rank | |||
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Property / full work available at URL: https://doi.org/10.1016/j.jeconom.2016.02.009 / rank | |||
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Property / OpenAlex ID: W2252586811 / rank | |||
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Revision as of 00:00, 20 March 2024
scientific article
Language | Label | Description | Also known as |
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English | Robust econometric inference with mixed integrated and mildly explosive regressors |
scientific article |
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Robust econometric inference with mixed integrated and mildly explosive regressors (English)
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10 May 2016
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chi-square
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instrumentation
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IVX methods
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local to unity
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mild integration
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mild explosiveness
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predictive regression
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robustness
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