Uncovering regimes in out of sample forecast errors from predictive regressions
Anibal Emiliano Da Silva Neto, Jesús Gonzalo and Jean-Yves Pitarakis
| Year of publication: |
[2020]
|
|---|---|
| Authors: | Silva Neto, Aníbal Emiliano da ; Gonzalo, Jesús ; Pitarakis, Jean-Yves |
| Publisher: |
[Getafe (Spain)] : UC3M, Universidad Carlos III de Madrid |
| Subject: | Predictive Regressions | Predictability | Out Of Sample Forecast Errors | Cusum | Thresholds | Theorie | Theory | Prognoseverfahren | Forecasting model | Statistischer Fehler | Statistical error | Regressionsanalyse | Regression analysis | Stichprobenerhebung | Sampling | Kapitaleinkommen | Capital income |
freely available
| Extent: | 1 Online-Ressource (circa 37 Seiten) |
|---|---|
| Series: | Working paper. - [Madrid] : [uc3m, Universidad Carlos III de Madrid], ISSN 2340-5031, ZDB-ID 2975249-8. |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Other identifiers: | hdl:10016/31555 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501495