Expectations hypotheses tests at Long Horizons
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Publication:5433623
DOI10.1111/j.1368-423X.2007.00222.xzbMath1126.62057MaRDI QIDQ5433623
James G. MacKinnon, Russell Davidson
Publication date: 9 January 2008
Published in: The Econometrics Journal (Search for Journal in Brave)
Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12) Linear regression; mixed models (62J05)
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