Instrumental variable and variable addition based inference in predictive regressions

Title
Instrumental variable and variable addition based inference in predictive regressions
Authors
Keywords
Causality test, Persistence, Integration, Long memory, IV estimation
Journal
JOURNAL OF ECONOMETRICS
Volume 187, Issue 1, Pages 358-375
Publisher
Elsevier BV
Online
2015-03-14
DOI
10.1016/j.jeconom.2013.10.018

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