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~isPartOf:"Discussion papers in economics and econometrics"
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Discussion papers in economics and econometrics
Boston University - Department of Economics - Working Papers Series
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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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2
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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3
Conditional stochastic dominance tests in dynamic settings
Gonzalo, Jesús
;
Olmo, Jose
-
2013
Persistent link: https://www.econbiz.de/10010238623
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4
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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5
Threshold effects in cointegrating relationships
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2005
Persistent link: https://www.econbiz.de/10003229469
Saved in:
6
Uncovering regimes in out of sample forecast errors
Silva, Anibal Emiliano da
;
Gonzalo, Jesús
;
Pitarakis, …
-
2018
Persistent link: https://www.econbiz.de/10011945978
Saved in:
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