Enhancing the local power of IVX-based tests in predictive regressions
type: Item
instance of: scholarly article
title: Enhancing the local power of IVX-based tests in predictive regressions
zbMATH Open document ID: 1302.91168
author: Matei Demetrescu
published in: Economics Letters
publication date: 2015-01-12T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6385534
zbMATH Keywords: predictive power
zbMATH Keywords: unknown persistence
zbMATH Keywords: IV estimation
zbMATH Keywords: lag augmentation
zbMATH Keywords: variable addition
MaRDI profile type: Publication
full work available at URL: j.econlet.2014.05.032
OpenAlex ID: W2027780498
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DOI: 10.1016/J.ECONLET.2014.05.032
description: scientific article; zbMATH DE number 6385534