Instrumental variable and variable addition based inference in predictive regressions
type: Item
instance of: scholarly article
title: Instrumental variable and variable addition based inference in predictive regressions
zbMATH Open document ID: 1337.62243
author: Jörg Breitung
author: Matei Demetrescu
published in: Journal of Econometrics
publication date: 2015-09-01T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 6477255
zbMATH Keywords: causality test
zbMATH Keywords: persistence
zbMATH Keywords: integration
zbMATH Keywords: long memory
zbMATH Keywords: IV estimation
MaRDI profile type: Publication
full work available at URL: j.jeconom.2013.10.018
OpenAlex ID: W2128711159
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DOI: 10.1016/J.JECONOM.2013.10.018
description: scientific article; zbMATH DE number 6477255