Real-time detection of regimes of predictability in the US equity premium (2020)
Attributed to:
Investigating Structural Change in Predictive Regressions with Applications to Forecasting Stock Returns
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1002/jae.2794
Publication URI: http://dx.doi.org/10.1002/jae.2794
Type: Journal Article/Review
Parent Publication: Journal of Applied Econometrics
Issue: 1