Robust inference with stochastic local unit root regressors in predictive regressions
| Autor: | Liu, Yanbo, Phillips, Peter C.B. |
|---|---|
| Zdroj: | In Journal of Econometrics August 2023 235(2):563-591 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
| Autor: | Liu, Yanbo, Phillips, Peter C.B. |
|---|---|
| Zdroj: | In Journal of Econometrics August 2023 235(2):563-591 |
| Databáze: | ScienceDirect |
| Externí odkaz: |
|
Full Text from ScienceDirect