Predictive regression under various degrees of persistence and robust long-horizon regression
Work
Year: 2013
Type: article
Source: Journal of Econometrics
Authors Peter C.B. Phillips, Ji Hyung Lee
Institutions Singapore Management University, University of Auckland, University of Southampton, Yale University
Cites: 41
Cited by: 109
Related to: 10
FWCI: 13.19
Citation percentile (by year/subfield): 98.27
Subfield: Economics and Econometrics
Domain: Social Sciences
Sustainable Development Goal Partnerships for the goals
Open Access status: green