Finite-sample size control of ivx-based tests in predictive regressions
Year of publication: |
2021
|
---|---|
Authors: | Hosseinkouchack, Mehdi ; Demetrescu, Matei |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 37.2021, 4, p. 769-793
|
Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Statistischer Test | Statistical test | Prognoseverfahren | Forecasting model | Betriebsgröße | Firm size |
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