Corrigendum to ``Testing predictive regression models with nonstationary regressors

DOI10.1016/J.JECONOM.2014.03.008zbMath1298.62149OpenAlexW2016255655MaRDI QIDQ2451795

Yunfei Wang, Zong-Wu Cai

Publication date: 4 June 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.03.008

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Point estimation (62F10)

Related Items (1)

Residual-augmented IVX predictive regression

Cites Work

• Testing predictive regression models with nonstationary regressors

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