A new test on asset return predictability with structural breaks

Zongwu Cai, Seong Yeon Chang

Year of publication:	February 4, 2022
Authors:	Cai, Zongwu ; Chang, Seong Yeon
Publisher:	Lawrence, Kansas : University of Kansas, Department of Economics
Subject:	Autoregressive process \| Empirical likelihood \| Structural break \| Unit root \| Weighted estimation \| Strukturbruch \| Einheitswurzeltest \| Unit root test \| Schätzung \| Estimation \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Zeitreihenanalyse \| Time series analysis \| Kapitaleinkommen \| Capital income \| Autokorrelation \| Autocorrelation

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