Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084)

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Predictive regression under various degrees of persistence and robust long-horizon regression
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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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