Robust econometric inference with mixed integrated and mildly explosive regressors
Year of publication: |
June 2016
|
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Authors: | Phillips, Peter C. B. ; Lee, Ji Hyung |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 2, p. 433-450
|
Subject: | Chi-square | Instrumentation | IVX methods | Local to unity | Mild integration | Mild explosiveness | Predictive regression | Robustness | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis |
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