A joint test of predictability and structural break in predictive regressions
Yijie Fei
| Year of publication: |
2024
|
|---|---|
| Authors: | Fei, Yijie |
| Subject: | IVX | Joint test | Predictive regressions | Structural break | Strukturbruch | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-024-02572-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015141902