Predictive regression under various degrees of persistence and robust long-horizon regression

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Publication:2453084

DOI10.1016/j.jeconom.2013.04.011zbMath1288.62131OpenAlexW2116495893MaRDI QIDQ2453084

Ji Hyung Lee, Peter C. B. Phillips

Publication date: 6 June 2014

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

Full work available at URL: https://ink.library.smu.edu.sg/soe_research/1828




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