Robust inference for predictability in smooth transition predictive regressions
DOI10.1080/07474938.2016.1222233zbMATH Open1490.62256OpenAlexW2513363685MaRDI QIDQ5860894FDOQ5860894
Authors: Rehim Kılıç 
Publication date: 4 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2016.1222233
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Cites Work
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Cited In (5)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model
- Robust Response Transformations Based on Optimal Prediction
- Using Smooth Transition Regressions to Model Risk Regimes
- Predictive regression under various degrees of persistence and robust long-horizon regression
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