A control function approach for testing the usefulness of trending variables in forecast models and linear regression
type: Item
instance of: scholarly article
title: A control function approach for testing the usefulness of trending variables in forecast models and linear regression
zbMATH Open document ID: 1441.62675
author: Graham Elliott
published in: Journal of Econometrics
publication date: 2016-08-12T00:00:00Z
Mathematics Subject Classification ID: 62P20
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62J05
zbMATH DE Number: 6616656
zbMATH Keywords: near unit root
zbMATH Keywords: cointegration
zbMATH Keywords: prediction regressions
MaRDI profile type: Publication
full work available at URL: j.jeconom.2011.02.014
OpenAlex ID: W2024213706
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cites work: Optimal Inference in Regression Models with Nearly Integrated Regressors
cites work: Towards a unified asymptotic theory for autoregression
cites work: Statistical Inference in Instrumental Variables Regression with I(1) Processes
cites work: Inference in Linear Time Series Models with some Unit Roots
DOI: 10.1016/J.JECONOM.2011.02.014
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description: scientific article; zbMATH DE number 6616656