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Conjecture on the measure of the inconsistency region for the composite-predictor method
The multiple-predictor null is $H_0: \beta_{1,K}=\cdots=\beta_{K,K}=0$ , while the reparameterized scalar null is $H_0: \beta=0$ under the restriction…
Conjectureopenasymptotic-inference econometrics predictive-regressionsarXiv posted 2 days ago

Conjecture on the measure of the inconsistency region for the composite-predictor method