A Bootstrap Stationarity Test for Predictive Regression Invalidity (2019)
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://www.tandfonline.com/doi/pdf/10.1080/07350015.2017.1385467?needAccess=true
Type: Journal Article/Review
Volume: 37
Parent Publication: Journal of Business and Economic Statistics
Issue: 3