A Bootstrap Stationarity Test for Predictive Regression Invalidity (2018)
Attributed to:
Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Publication URI: https://econpapers.repec.org/paper/esyuefcwp/21006.htm
Type: Working Paper