Testing for parameter instability in predictive regression models (Q1745619)
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scientific article; zbMATH DE number 6861170
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for parameter instability in predictive regression models |
scientific article; zbMATH DE number 6861170 |
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Testing for parameter instability in predictive regression models (English)
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18 April 2018
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predictive regression
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persistence
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parameter stability tests
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fixed regressor wild bootstrap
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conditional distribution
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0.93500626
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0.9208161
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0.8997229
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0.89956367
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0.8960755
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0.89289755
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