Corrigendum to ``Testing predictive regression models with nonstationary regressors

DOI10.1016/J.JECONOM.2014.03.008MaRDI QIDQ2451795zbMATH OpenOpenAlexFDO

Authors Yunfei Wang, Zongwu Cai

Publication date 4 June 2014

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2014.03.008

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites work

• Testing predictive regression models with nonstationary regressors

Cited in

(3)

• Residual-augmented IVX predictive regression
• Corrigendum to: ``Testing for unit roots with flow data and varying sampling frequency
• scientific article; zbMATH DE number 6193729 (Why is no real title available?)

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