Predictive regression under various degrees of persistence and robust long-horizon regression
Peter C. B. Phillips; Ji Hyung Lee
| Year of publication: |
2013
|
|---|---|
| Authors: | Phillips, Peter C. B. ; Lee, Ji Hyung |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 177.2013, 2, p. 250-264
|
| Subject: | Asymptotic theory | Balanced regression | Endogeneity | Instrumentation | IVX methods | Local power | Mild integration | Mildly explosive | Predictive regression | Robustness | Regressionsanalyse | Regression analysis | Robustes Verfahren | Robust statistics | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
| 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/10010255189