Testing for parameter instability and structural change in persistent predictive regressions
Work
Year: 2021
Type: article
Source: Journal of Econometrics
Institutions Northwestern University, Copenhagen Business School
Cites: 97
Cited by: 7
Related to: 10
FWCI: 0.992
Citation percentile (by year/subfield): 89.44
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: green