A new test on asset return predictability with structural breaks
Zongwu Cai and Seong Yeon Chang
| Year of publication: |
2024
|
|---|---|
| Authors: | Cai, Zongwu ; Chang, Seong Yeon |
| Subject: | autoregressive process | empirical likelihood | structural break | unit root | weighted estimation | Strukturbruch | Structural break | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Autokorrelation | Autocorrelation |
| Description of contents: | Description [doi.org] |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbad018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015338763