Open AccessMissing Variation in the Great Moderation: Lack of Signal Error and OLS regression
Author(s) -
Jeremy J. Nalewaik
Publication year - 2014
Publication title -
finance and economics discussion series
Language(s) - English
Resource type - Journals
eISSN - 2767-3898
pISSN - 1936-2854
DOI - 10.17016/feds.2014.27
Subject(s) - econometrics , great moderation , moderation , economics , regression , ordinary least squares , recession , asset (computer security) , observational error , regression analysis , variable (mathematics) , statistics , linear regression , mathematics , macroeconomics , computer science , volatility (finance) , mathematical analysis , computer security
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