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  • Search: subject:"zero coverage probability"
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Year of publication
Subject
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Bias 2 Einheitswurzeltest 2 Estimation 2 Estimation theory 2 Forecasting model 2 IVX estimation 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Schätzung 2 Systematischer Fehler 2 Time series analysis 2 Unit root test 2 Zeitreihenanalyse 2 Endogenous instrumentation 1 Indirect inference 1 Local unit roots 1 Mild integration 1 Prediction 1 Quantile crossing 1 Unit roots 1 Zero coverage probability 1 bias 1 endogenous instrumentation 1 indirect inference 1 local unit roots 1 mild integration 1 prediction 1 quantile crossing 1 unit roots 1 zero coverage probability 1
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Online availability
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Free 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Phillips, Peter C. B. 2
Published in...
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Cowles Foundation discussion paper 1 Journal of financial econometrics : official journal of the Society for Financial Econometrics 1
Source
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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Pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - 2015
Persistent link: https://www.econbiz.de/10011312325
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B. - In: Journal of financial econometrics : official journal of … 13 (2015) 3, pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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