Enhancing the local power of IVX-based tests in predictive regressions
Year of publication: |
2014
|
---|---|
Authors: | Demetrescu, Matei |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 124.2014, 2, p. 269-273
|
Subject: | Predictive power | Unknown persistence | IV estimation | Lag augmentation | Variable addition | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Lag-Modell | Lag model |
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