Residual-augmented IVX predictive regression Matei Demetrescu∗ Christian-Albrechts-University of Kiel Paulo M. M. Rodrigues† Banco de Portugal and Universidade Nova de Lisboa December 29, 2015

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Date: 2016-07-08 02:27:17 Statistics Regression analysis Linear regression Errors and residuals Instrumental variable T-statistic Heteroscedasticity Bias of an estimator Autocorrelation Volatility Unit root		Residual-augmented IVX predictive regression Matei Demetrescu∗ Christian-Albrechts-University of Kiel Paulo M. M. Rodrigues† Banco de Portugal and Universidade Nova de Lisboa December 29, 2015 Add to Reading List Source URL: www.cb.cityu.edu.hk Download Document from Source Website File Size: 496,68 KB Share Document on Facebook

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