Consistent inference for predictive regressions in persistent economic systems (Q2043266)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent inference for predictive regressions in persistent economic systems |
scientific article |
Statements
Consistent inference for predictive regressions in persistent economic systems (English)
0 references
30 July 2021
0 references
endogeneity bias
0 references
fractional integration
0 references
frequency domain inference
0 references
hypothesis testing
0 references
spurious inference
0 references
stochastic volatility
0 references
VAR models
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
