Robust inference for predictability in smooth transition predictive regressions (Q5860894)
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scientific article; zbMATH DE number 7484401
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| English | Robust inference for predictability in smooth transition predictive regressions |
scientific article; zbMATH DE number 7484401 |
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Robust inference for predictability in smooth transition predictive regressions (English)
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4 March 2022
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nonlinearity
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smooth transition predictive regression model
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sup tests
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stock return predictability
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0.8235726952552795
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0.8076392412185669
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0.8025622963905334
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0.7998323440551758
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0.7767311334609985
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