Testing predictive regression models with nonstationary regressors (Q2512593): Difference between revisions

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Revision as of 15:33, 19 March 2024

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Testing predictive regression models with nonstationary regressors
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    Testing predictive regression models with nonstationary regressors (English)
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    7 August 2014
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    endogeneity
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    misspecification test
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    nearly integrated process
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    predictive regression
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    unit root
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