Jesús Gonzalo and Jean-Yves Pitarakis,
“Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model”
Journal Business & Economic Statistics, 35 (2), 202-217
Jesús Gonzalo and Jean-Yves Pitarakis,
“Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model”
Journal Business & Economic Statistics, 35 (2), 202-217