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ZENODO
Software . 2019
Data sources: Datacite
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ZENODO
Software . 2019
Data sources: ZENODO
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ivx: Robust Econometric Inference for Predictive Regressions

integration_instructionsResearch softwarekeyboard_double_arrow_right Software 19 Aug 2019Publisher:Zenodo
Authors: Kostas Vasilopoulos; Efthymios Pavlidis;

doi: 10.5281/zenodo.3371446

ivx: Robust Econometric Inference for Predictive Regressions

Abstract

Drawing statistical inference on the coefficients of a short- or long-horizon predictive regression with persistent regressors by using the IVX method of Magdalinos and Phillips (2009) <doi:10.1017/S0266466608090154> and Kostakis, Magdalinos and Stamatogiannis (2015) <doi:10.1093/rfs/hhu139>.

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
views
OpenAIRE UsageCountsViews provided by UsageCounts
0
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11