Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Peter C. B. Phillips
| Year of publication: |
2015
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 13.2015, 3, p. 521-555
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| Subject: | bias | endogenous instrumentation | indirect inference | IVX estimation | local unit roots | mild integration | prediction | quantile crossing | unit roots | zero coverage probability | Einheitswurzeltest | Unit root test | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Systematischer Fehler | Bias |
| Extent: | graph. Darst. |
|---|---|
| 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://www.econbiz.de/10011339279