Least squares and IVX limit theory in systems of predictive regressions with GARCH innovations
Year of publication: |
2022
|
---|---|
Authors: | Magdalinos, Tassos |
Subject: | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | ARCH-Modell | ARCH model | Innovation | Kleinste-Quadrate-Methode | Least squares method | Kapitaleinkommen | Capital income |
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