Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052)

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scientific article; zbMATH DE number 6578666
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Robust econometric inference with mixed integrated and mildly explosive regressors
scientific article; zbMATH DE number 6578666

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    Robust econometric inference with mixed integrated and mildly explosive regressors (English)
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    10 May 2016
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    chi-square
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    instrumentation
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    IVX methods
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    local to unity
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    mild integration
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    mild explosiveness
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    predictive regression
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    robustness
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