Prediction after IV estimation
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DOI: 10.1016/j.econlet.2014.01.003
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Cited by:
- Launhardt, Patrick & Miebs, Felix, 2020. "Aggregate implied cost of capital, option-implied information and equity premium predictability," Finance Research Letters, Elsevier, vol. 35(C).
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More about this item
Keywords
Prediction; IV estimation; Structural equation;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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