On IVX-based structural break tests in univariate predictive regressions
Year of publication: |
2024
|
---|---|
Authors: | Fei, Yijie |
Subject: | IVX | Nonstationarity | Predictive regressions | structural break | Strukturbruch | Structural break | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätzung | Estimation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis |
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