Instrument selection for estimation of a forward-looking Phillips Curve
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References listed on IDEAS
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More about this item
KeywordsInstruments; Model selection; Shrinkage;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
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