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Residual-Augmented Ivx Predictive Regression
AuthID
P-00T-BPP
2
Author(s)
Demetrescu, M
·
Rodrigues, PMM
Document Type
Article
Year published
2022
Published
in
JOURNAL OF ECONOMETRICS,
ISSN: 0304-4076
Volume: 227, Issue: 2, Pages: 429-460 (32)
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Publication Identifiers
DOI
:
10.1016/j.jeconom.2020.11.007
Scopus
: 2-s2.0-85099495323
Wos
: WOS:000808258100006
Source Identifiers
ISSN
: 0304-4076
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