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

  • Referent:

    Richard Baillie

  • Zeit:

    13:30-14:30

  • Abstract
  • Ort:

    Heidelberg, AWI Room 01.034