Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084)
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scientific article; zbMATH DE number 6301468
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| English | Predictive regression under various degrees of persistence and robust long-horizon regression |
scientific article; zbMATH DE number 6301468 |
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Predictive regression under various degrees of persistence and robust long-horizon regression (English)
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6 June 2014
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asymptotic theory
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balanced regression
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endogeneity
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instrumentation
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IVX methods
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local power
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mild integration
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mildly explosive
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predictive regression
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robustness
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0.88633895
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0.87728536
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0.87308264
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0.8684904
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0.8681317
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