Unexplained factors and their effects on second pass R-squared’s

Authors

Frank Kleibergen
ZHAOGUO ZHAN, Kennesaw State UniversityFollow

Document Type

Article

Publication Date

November 2015

Journal Title

Journal of Econometrics

Volume

189

Issue

1

First Page

101

Last Page

116

Digital Object Identifier (DOI)

10.1016/j.jeconom.2014.11.006