Regime-Specific Predictability in Predictive Regressions (2012)
Attributed to:
EPISODIC PREDICTABILITY IN MODELS WITH PERSISTENT VARIABLES AND ENDOGENEITY: DETECTION AND ESTIMATION
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.1080/07350015.2011.652053
Publication URI: http://dx.doi.org/10.1080/07350015.2011.652053
Type: Journal Article/Review
Parent Publication: Journal of Business & Economic Statistics
Issue: 2