Testing the predictive power of the term structure without data snooping bias
Yi-Cheng Kao; Chung-Ming Kuan; Shikuan Chen
| Year of publication: |
2013
|
|---|---|
| Authors: | Kao, Yi-cheng ; Kuan, Chung-ming ; Chen, Shikuan |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 121.2013, 3, p. 546-549
|
| Subject: | Data snooping | GDP growth | Stepwise SPA test | Term spread | Zinsstruktur | Yield curve | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Statistischer Test | Statistical test | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010394211