Instrumental variable and variable addition based inference in predictive regressions (Q494409)

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scientific article; zbMATH DE number 6477255
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Instrumental variable and variable addition based inference in predictive regressions
scientific article; zbMATH DE number 6477255

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    Instrumental variable and variable addition based inference in predictive regressions (English)
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    1 September 2015
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    causality test
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    persistence
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    integration
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    long memory
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    IV estimation
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