Extensions to IVX methods of inference for return predictability (Q6090572)
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scientific article; zbMATH DE number 7767722
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| English | Extensions to IVX methods of inference for return predictability |
scientific article; zbMATH DE number 7767722 |
Statements
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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