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~isPartOf:"American Economic Review papers and proceedings"
~isPartOf:"Journal of econometrics"
~person:"Varneskov, Rasmus Tangsgaard"
~subject:"Noise trading"
~subject:"Share price"
~subject:"Statistical test"
~subject:"USA"
~subject:"Volatility forecasting"
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Varneskov, Rasmus Tangsgaard
Andersen, Torben
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Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
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2
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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