Consistent Inference for Predictive Regressions in Persistent Economic Systems
Year of publication: |
March 2021
|
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Authors: | Andersen, Torben ; Varneskov, Rasmus Tangsgaard |
Institutions: | National Bureau of Economic Research (issuing body) |
Publisher: |
2021: Cambridge, Mass : National Bureau of Economic Research |
Subject: | Prognoseverfahren | Forecasting model | Finanzmarkt | Financial market | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
Extent: | 1 Online-Ressource illustrations (black and white) |
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Series: | NBER working paper series ; no. w28568 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
Language: | English |
Notes: | System requirements: Adobe [Acrobat] Reader required for PDF files Mode of access: World Wide Web Hardcopy version available to institutional subscribers |
Other identifiers: | 10.3386/w28568 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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