Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression

Journal of Econometrics
Phillips, Peter C.B., and Ji Hyung Lee. "Predictive Regression under Various Degrees of Persistence and Robust Long-horizon Regression." Journal of Econometrics 177.2 (2013): 250-64. Print.

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Abstract
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Status of Research
Completed/published
Research Type
Publications
Related Fields
Econometric Theory
Econometrics
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