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Regime-Specific Predictability in Predictive Regressions - MaRDI portal

Regime-Specific Predictability in Predictive Regressions

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Publication:6666864

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DOI10.1080/07350015.2011.652053MaRDI QIDQ6666864

Jesús Gonzalo, Jean-Yves Pitarakis

Publication date: 20 January 2025

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

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82) Non-Markovian processes: hypothesis testing (62M07)

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