Finite-sample size control of ivx-based tests in predictive regressions
Mehdi Hosseinkouchack, Matei Demetrescu
| Year of publication: |
2021
|
|---|---|
| Authors: | Hosseinkouchack, Mehdi ; Demetrescu, Matei |
| Subject: | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466620000298 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012618201