Consistent Inference for Predictive Regressions in Persistent Economic Systems
Year of publication: |
2019
|
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Authors: | Andersen, Torben G. |
Other Persons: | Varneskov, Rasmus Tangsgaard (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model |
Extent: | 1 Online-Ressource (91 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 14, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3359946 [DOI] |
Classification: | C13 - Estimation ; C14 - Semiparametric and Nonparametric Methods ; C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; C53 - Forecasting and Other Model Applications ; G12 - Asset Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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