Testing instability in a predictive regression model with nonstationary regressors
Zongwu Cai (University of Kansas and Xiamen University), Yunfei Wang (Sun Trust Bank), Yonggang Wang (First Tennessee Bank)
| Year of publication: |
October 2015
|
|---|---|
| Authors: | Cai, Zongwu ; Wang, Yunfei ; Wang, Yonggang |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 31.2015, 5, p. 953-980
|
| Subject: | Regressionsanalyse | Regression analysis | Theorie | Theory | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1017/S0266466614000590 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011545495