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Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (2017)

First Author: Gonzalo J

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/10.1080/07350015.2016.1164054

Publication URI: http://dx.doi.org/10.1080/07350015.2016.1164054

Type: Journal Article/Review

Parent Publication: Journal of Business & Economic Statistics

Issue: 2