Detecting Regimes of Predictability in the U.S. Equity Premium (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/23198.htm
Type: Working Paper