Testing for parameter instability in predictive regression models
type: Item
instance of: scholarly article
title: Testing for parameter instability in predictive regression models
zbMATH Open document ID: 1387.62101
author: Iliyan Georgiev
author: David I. Harvey
author: Stephen Leybourne
author: A. M. Robert Taylor
published in: Journal of Econometrics
publication date: 2018-04-18T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M07
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6861170
zbMATH Keywords: predictive regression
zbMATH Keywords: persistence
zbMATH Keywords: parameter stability tests
zbMATH Keywords: fixed regressor wild bootstrap
zbMATH Keywords: conditional distribution
MaRDI profile type: Publication
full work available at URL: j.jeconom.2018.01.005
OpenAlex ID: W2784883405
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DOI: 10.1016/J.JECONOM.2018.01.005
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description: scientific article; zbMATH DE number 6861170