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1. Uncovering regimes in out of sample forecast errors from predictive regressions

   Author: Silva Neto, Aníbal Emiliano da; Gonzalo, Jesús; Pitarakis, Jean-Yves

   Published: [2020]

   Publisher:  UC3M, Universidad Carlos III de Madrid, [Getafe (Spain)]

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   Kiel: ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

   Location:

   ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel

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   VS 88

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   Source:	Union catalogues
   Language:	English
   Media type:	Book
   Format:	Online
   Other identifier:	hdl: 10016/31555
   Series:	Array ; 2020, 14
   Subjects:	Predictive Regressions; Predictability; Out Of Sample Forecast Errors; Cusum; Thresholds
   Scope:	1 Online-Ressource (circa 37 Seiten)