Testing the predictability of U.S. housing price index returns based on an IVX-AR model (Q5146012)
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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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0.7297363877296448
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0.7232235074043274
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0.7022497057914734
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0.7004169225692749
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0.6979638338088989
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