Pitfalls and Possibilities in Predictive Regression
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References listed on IDEAS
- Guido W. Imbens & Whitney K. Newey, 2009.
"Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity,"
Econometric Society, vol. 77(5), pages 1481-1512, September.
- Guido W. Imbens & Whitney K. Newey, 2002. "Identification and Estimation of Triangular Simultaneous Equations Models Without Additivity," NBER Technical Working Papers 0285, National Bureau of Economic Research, Inc.
- Whitney Newey & Guido Imbens, 2004. "Identification and Estimation of Triangular Simultaneous Equations Models without Additivity," Econometric Society 2004 North American Summer Meetings 594, Econometric Society.
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KeywordsBias; Endogenous instrumentation; Indirect inference; IVX estimation; Local unit roots; Mild integration; Prediction; Quantile crossing; Unit roots; Zero coverage probability;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2015-07-04 (All new papers)
- NEP-ECM-2015-07-04 (Econometrics)
- NEP-ETS-2015-07-04 (Econometric Time Series)
- NEP-FOR-2015-07-04 (Forecasting)
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