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