A new test on asset return predictability with structural breaks
Zongwu Cai and Seong Yeon Chang
| Year of publication: |
2024
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|---|---|
| Authors: | Cai, Zongwu ; Chang, Seong Yeon |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 22.2024, 4, p. 1042-1074
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| 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] |
| 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