Pitfalls and possibilities in predictive regression
Peter C. B. Phillips
| Year of publication: |
2015
|
|---|---|
| Authors: | Phillips, Peter C. B. |
| Publisher: |
New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ. |
| 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 | Systematischer Fehler | Zeitreihenanalyse | Time series analysis |