Residual-augmented IVX predictive regression
Matei Demetrescu, Paulo M.M. Rodrigues
| Year of publication: |
2022
|
|---|---|
| Authors: | Demetrescu, Matei ; Rodrigues, Paulo M. M. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 429-460
|
| Subject: | Predictability | Persistence | Persistence change | Bias reduction | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Prognose | Forecast |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442118