Instrumental variable and variable addition based inference in predictive regressions
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Publication:494409
DOI10.1016/j.jeconom.2013.10.018zbMath1337.62243OpenAlexW2128711159MaRDI QIDQ494409
Matei Demetrescu, Jörg Breitung
Publication date: 1 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2013.10.018
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Statistical methods; risk measures (91G70)
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