Enhancing the local power of IVX-based tests in predictive regressions (Q485604)
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scientific article; zbMATH DE number 6385534
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| English | Enhancing the local power of IVX-based tests in predictive regressions |
scientific article; zbMATH DE number 6385534 |
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Enhancing the local power of IVX-based tests in predictive regressions (English)
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12 January 2015
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predictive power
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unknown persistence
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IV estimation
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lag augmentation
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variable addition
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0.8375217914581299
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0.78032386302948
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0.7357953190803528
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0.7315559983253479
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0.719639241695404
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