Instrumental variable and variable addition based inference in predictive regressions (Q494409)
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scientific article; zbMATH DE number 6477255
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| default for all languages | No label defined |
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| English | Instrumental variable and variable addition based inference in predictive regressions |
scientific article; zbMATH DE number 6477255 |
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Instrumental variable and variable addition based inference in predictive regressions (English)
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1 September 2015
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causality test
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persistence
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integration
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long memory
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IV estimation
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0.8562755584716797
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0.823742687702179
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0.820756196975708
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0.8076392412185669
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0.800417959690094
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