Residual-augmented IVX predictive regression
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Publication:2116346
DOI10.1016/j.jeconom.2020.11.007OpenAlexW3125249049MaRDI QIDQ2116346
Paulo M. M. Rodrigues, Matei Demetrescu
Publication date: 16 March 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://www.bportugal.pt/sites/default/files/anexos/papers/wp201605.pdf
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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