Extensions to IVX methods of inference for return predictability (Q6090572)

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scientific article; zbMATH DE number 7767722
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Extensions to IVX methods of inference for return predictability
scientific article; zbMATH DE number 7767722

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    Extensions to IVX methods of inference for return predictability (English)
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    17 November 2023
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    predictive regression
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    IVX estimation
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    (un)conditional heteroskedasticity
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    subsample tests
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    unknown regressor persistence
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    endogeneity
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    residual wild bootstrap
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