Robust inference for predictability in smooth transition predictive regressions (Q5860894)
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scientific article; zbMATH DE number 7484401
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust inference for predictability in smooth transition predictive regressions |
scientific article; zbMATH DE number 7484401 |
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Robust inference for predictability in smooth transition predictive regressions (English)
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4 March 2022
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nonlinearity
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smooth transition predictive regression model
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sup tests
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stock return predictability
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