Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions*
| Year of publication: |
2021
|
|---|---|
| Authors: | Emiliano Da Silva Neto, Anibal ; Gonzalo, Jesús ; Pitarakis, Jean‐Yves |
| Published in: |
Oxford Bulletin of Economics and Statistics. - Wiley, ISSN 1468-0084, ZDB-ID 1473788-7. - Vol. 83.2021, 3 (13.01.), p. 713-741
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/obes.12418 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012538343