Consistent inference for predictive regressions in persistent economic systems (Q2043266)
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scientific article; zbMATH DE number 7376515
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Consistent inference for predictive regressions in persistent economic systems |
scientific article; zbMATH DE number 7376515 |
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Consistent inference for predictive regressions in persistent economic systems (English)
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30 July 2021
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endogeneity bias
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fractional integration
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frequency domain inference
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hypothesis testing
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spurious inference
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stochastic volatility
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VAR models
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