Enhancing the local power of IVX-based tests in predictive regressions
Matei Demetrescu
| Year of publication: |
2014
|
|---|---|
| Authors: | Demetrescu, Matei |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 2, p. 269-273
|
| Subject: | Predictive power | Unknown persistence | IV estimation | Lag augmentation | Variable addition | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010493640