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A Simple Approach for Diagnosing Instabilities in Predictive Regressions (2017)

First Author: Pitarakis J

Attributed to: EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.1111/obes.12184

Publication URI: http://dx.doi.org/10.1111/obes.12184

Type: Journal Article/Review

Parent Publication: Oxford Bulletin of Economics and Statistics

Issue: 5