Evaluating the predictability of exchange rates using long-horizon regressions : mind your p's and q's!
Year of publication: |
2005
|
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Authors: | McCracken, Michael W. ; Sapp, Stephen G. |
Published in: |
Journal of money, credit and banking : JMCB. - Malden, Mass. [u.a.] : Wiley-Blackwell, ISSN 0022-2879, ZDB-ID 218362-6. - Vol. 37.2005, 3, p. 473-494
|
Subject: | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Schätzung | Estimation | OECD-Staaten | OECD countries | Induktive Statistik | Statistical inference | 1973-1997 |
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