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Uncovering regimes in out of sample forecast errors from predictive regressions
Silva Neto, Aníbal Emiliano da
;
Gonzalo, Jesús
; …
-
2020
Persistent link: https://www.econbiz.de/10012501495
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2
Out of sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2020
Persistent link: https://www.econbiz.de/10012501524
Saved in:
3
Spurious relationships in high dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
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2020
Persistent link: https://www.econbiz.de/10012501525
Saved in:
4
Predictive regressions
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2019
Persistent link: https://www.econbiz.de/10012100557
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