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Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches.

Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches.
Datum:

May 27th, 2016

Ort:

Heidelberg, AWI Room 01.034

Referent:

Richard Baillie

Zeit:

13:30-14:30

Abstract