Transformed Regression-Based Long-Horizon Predictability Tests

AuthID
 P-00X-15Q
3
Author(s)
Demetrescu, M
·
Taylor, AMR
Document Type
Article
Year published
2023
Published
in JOURNAL OF ECONOMETRICS, ISSN: 0304-4076
Volume: 237, Issue: 2, Pages: 105316 (37)
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Publication Identifiers
SCOPUS: 2-s2.0-85135406589
Wos: WOS:001109085700001
Source Identifiers
ISSN: 0304-4076
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