Transformed regression-based long-horizon predictability tests

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Publication:6090579

DOI10.1016/j.jeconom.2022.06.006OpenAlexW3173542257MaRDI QIDQ6090579

Matei Demetrescu, A. M. Robert Taylor, Paulo M. M. Rodrigues

Publication date: 17 November 2023

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2022.06.006





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