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 | |||
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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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Revision as of 23:37, 30 June 2023
scientific article
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English | Instrumental variable and variable addition based inference in predictive regressions |
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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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