A bootstrap stationarity test for predictive regression invalidity

Iliyan Georgiev, David I. Harvey and Stephen J. Leybourne, A. M. Robert Taylor

Year of publication:	2019
Authors:	Georgiev, Iliyan ; Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert
Subject:	Conditional distribution \| Fixed regressor wild bootstrap \| Granger causality \| Persistence \| Predictive regression \| Stationarity test. \| Bootstrap-Verfahren \| Bootstrap approach \| Regressionsanalyse \| Regression analysis \| Kausalanalyse \| Causality analysis \| Zeitreihenanalyse \| Time series analysis \| Statistischer Test \| Statistical test \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Monte-Carlo-Simulation \| Monte Carlo simulation

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