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~person:"Chen, Ye"
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Localized drift
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Chen, Ye
Westerlund, Joakim
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Restricted likelihood ratio tests in
predictive
regression
Phillips, Peter C. B.
;
Chen, Ye
-
2014
Persistent link: https://www.econbiz.de/10010464129
Saved in:
2
Restricted Likelihood Ratio Tests in
Predictive
Regression
Phillips, Peter C.B.
;
Chen, Ye
-
Cowles Foundation for Research in Economics, Yale University
the context of
predictive
regression
. Their method achieves bias reduction in both estimation and inference which assists …
Persistent link: https://www.econbiz.de/10011096426
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