Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012): Difference between revisions

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Latest revision as of 09:07, 24 July 2024

scientific article; zbMATH DE number 7300142
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English
Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model
scientific article; zbMATH DE number 7300142

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    Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (English)
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    22 January 2021
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    hypothesis test
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    predictive regression model
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    serially correlated errors
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    stock return predictability
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