monthly

internal

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>.

Kostas Vasilopoulos

Robust Econometric Inference

Efthymios Pavlidis

monthly function

<p>An object of class <code>tbl_df</code> (inherits from <code>tbl</code>, <code>data.frame</code>) with 1033 rows and 13 columns.</p>

monthly: Monthly dataset of KMS

Description

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