On the choice of instruments in mixed frequency specification tests (Q5077968)
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scientific article; zbMATH DE number 7529910
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| English | On the choice of instruments in mixed frequency specification tests |
scientific article; zbMATH DE number 7529910 |
Statements
On the choice of instruments in mixed frequency specification tests (English)
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20 May 2022
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mixed data sampling regression model
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instrumental variable
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Durbin-Wu-Hausman test
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specification test
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time averaging
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