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