LEAST SQUARES AND IVX LIMIT THEORY IN SYSTEMS OF PREDICTIVE REGRESSIONS WITH GARCH INNOVATIONS (2016)
Attributed to:
Robust econometric inference in cointegrated systems and systems of predictive regressions
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: http://econ.biu.ac.il/files/economics/shared/riedp_5-16.pdf
Type: Working Paper