Differencies transformations and inference in predictive regression models
Lorenzo Camponovo (University of St. Gallen)
| Year of publication: |
December 2015
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|---|---|
| Authors: | Camponovo, Lorenzo |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 6, p. 1331-1358
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| Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Schätzung | Estimation | Kapitaleinkommen | Capital income | Induktive Statistik | Statistical inference | Monte-Carlo-Simulation | Monte Carlo simulation | Prognoseverfahren | Forecasting model | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466614000723 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011545547