FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE...

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Econometric Theory 2020 / 08

FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS

Hosseinkouchack, Mehdi, Demetrescu, Matei
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Journal:
Econometric Theory
DOI:
10.1017/s0266466620000298
Date:
August, 2020
File:
PDF, 901 KB
2020
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