Bonferroni Type Tests for Return Predictability and the Initial Condition (2023)
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/10.1080/07350015.2023.2201313
Publication URI: http://dx.doi.org/10.1080/07350015.2023.2201313
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics