Predictive regressions for macroeconomic data (Q2453692): Difference between revisions

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Latest revision as of 15:13, 8 July 2024

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Predictive regressions for macroeconomic data
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    Predictive regressions for macroeconomic data (English)
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    10 June 2014
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    autoregressive process
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    empirical likelihood
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    long memory process
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    nearly integrated
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    predictive regressions
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    unit root
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    weighted estimation
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