Extensions to IVX methods of inference for return predictability
Matei Demetrescu, Iliyan Georgiev, Paulo M.M. Rodrigues, A.M. Robert Taylor
| Year of publication: |
2023
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|---|---|
| Authors: | Demetrescu, Matei ; Georgiev, Iliyan ; Rodrigues, Paulo M. M. ; Taylor, Robert |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 237.2023, 2,3, p. 1-30
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| Subject: | (Un)conditional heteroskedasticity | Endogeneity | IVX estimation | Predictive regression | Residual wild bootstrap | Subsample tests | Unknown regressor persistence | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis | Heteroskedastizität | Heteroscedasticity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2022.02.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014471800