A Bootstrap Stationarity Test for Predictive Regression Invalidity (2018)
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/10.1080/07350015.2017.1385467
Publication URI: http://dx.doi.org/10.1080/07350015.2017.1385467
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics
Issue: 3
ISSN: 0735-0015