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

Type of publication:	Article
Type of publication (narrower categories):	Aufsatz in Zeitschrift ; Article in journal
Language:	English
Other identifiers:	10.1080/07350015.2017.1385467 [DOI]
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012178194