Instrumental variable and variable addition based inference in predictive regressions (Q494409): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G70 / rank | |||
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| Property / zbMATH DE Number: 6477255 / rank | |||
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causality test | |||
| Property / zbMATH Keywords: causality test / rank | |||
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persistence | |||
| Property / zbMATH Keywords: persistence / rank | |||
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integration | |||
| Property / zbMATH Keywords: integration / rank | |||
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long memory | |||
| Property / zbMATH Keywords: long memory / rank | |||
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IV estimation | |||
| Property / zbMATH Keywords: IV estimation / rank | |||
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Revision as of 23:37, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Instrumental variable and variable addition based inference in predictive regressions |
scientific article |
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Instrumental variable and variable addition based inference in predictive regressions (English)
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1 September 2015
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causality test
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persistence
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integration
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long memory
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IV estimation
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