Semiparametric testing with highly persistent predictors (Q2116343)
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scientific article; zbMATH DE number 7491164
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric testing with highly persistent predictors |
scientific article; zbMATH DE number 7491164 |
Statements
Semiparametric testing with highly persistent predictors (English)
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16 March 2022
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predictive regression
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limit experiment
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LABF
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maximal invariant
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rank statistics
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