THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> (Q4372027)
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scientific article; zbMATH DE number 1106712
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> |
scientific article; zbMATH DE number 1106712 |
Statements
THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> (English)
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1994
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long-horizon regressions
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aggregation
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asymptotic standard errors
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relative efficiency
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