Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model

DOI10.1080/07350015.2016.1164054zbMATH Open1546.62967MaRDI QIDQ6616607

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Publication date: 9 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (1)

Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model

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