Redundancy of lagged regressors revisited
Year of publication: |
2007
|
---|---|
Authors: | Anatolyev, Stanislav |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 23.2007, 2, p. 364-368
|
Subject: | Lag-Modell | Lag model | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Kündigung | Dismissal |
-
Kang, Byunguk, (2021)
-
Using PC regression for multicollinear model with lagged variable
Elsayir, Habib Ahmed, (2013)
-
Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei, (2014)
- More ...
-
MANY INSTRUMENTS AND/OR REGRESSORS: A FRIENDLY GUIDE
Anatolyev, Stanislav, (2018)
-
Anatolyev, Stanislav, (2020)
-
Multivariate return decomposition: Theory and implications
Anatolyev, Stanislav, (2015)
- More ...