A joint test of predictability and structural break in predictive regressions
Bibliographic Data
| ID | 21542030 |
|---|---|
| Authors | Yijie Fei (0000-0003-1723-9061, Hunan University of Finance and Economics, corresponding author) |
| Year | 2024 |
| Volume | 67 |
| Issue | 3 |
| Pages | 985-1013 |
| Publication date | 2024-09-01 |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Empirical Economics (JOURNAL) |
| Journal identifiers | ISSN: 0377-7332 • E-ISSN: 1435-8921 |
| Publisher | Springer Science and Business Media LLC (PUBLISHER) |
| DOI | 10.1007/s00181-024-02572-5 |
| OpenAlex | W4392456462 |
| Language | EN |
| References cited | 24 |
Econometrics · Economics · Predictability · Statistics · Advanced Statistical Methods and Models · Computer Science · Engineering · Financial Risk and Volatility Modeling · Mathematics · Monetary Policy and Economic Impact · Geology
| Highly cited | No |
|---|