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Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves; Gonzalo, Jesús - 2009
Persistent link: https://www.econbiz.de/10003920780
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Regime specific predictability in predictive regression
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2011 - New version
Persistent link: https://www.econbiz.de/10009127303
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Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús; Olmo, Jose - 2013
Persistent link: https://www.econbiz.de/10010238623
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Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2015
Persistent link: https://www.econbiz.de/10010515364
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Threshold effects in cointegrating relationships
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2005
Persistent link: https://www.econbiz.de/10003229469
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Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da; Gonzalo, Jesús; Pitarakis, … - 2018
Persistent link: https://www.econbiz.de/10011945978