Title:

Residual-Augmented IVX Predictive Regression

Authors:

Matei Demetrescu (U Kiel)
Paulo M. M. Rodrigues (Bank of Portugal, U Nova)

Journal:

Journal of Econometrics

Year:

2022

Volume:

227

Number:

2

Pages:

429-460

JEL code:

R31 - Housing Supply and Markets

DOI:

10.1016/j.jeconom.2020.11.007