Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267)
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scientific article; zbMATH DE number 7704465
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference with stochastic local unit root regressors in predictive regressions |
scientific article; zbMATH DE number 7704465 |
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Robust inference with stochastic local unit root regressors in predictive regressions (English)
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29 June 2023
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IVX
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long horizon
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LSTUR
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predictability
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quantile regression
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robustness
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short horizon
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STUR
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