Bias reduction and likelihood-based almost exactly sized hypothesis testing in predictive regressions using the restricted likelihood

Econometric Theory

Volumn 25, Issue 5, 2009, Pages 1143-1179

  Chen, Willa W ^a   Deo, Rohit S ^b  

^a TEXAS A AND M UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 70350163511     PISSN: 02664666     EISSN: 14694360     Source Type: Journal    
DOI: 10.1017/S0266466608090464     Document Type: Article

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