Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach (2023)
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://ideas.repec.org/p/esy/uefcwp/37486.html
Type: Working Paper