Search Results - "Conditional distribution"

  • Showing 1 - 3 results of 3
Refine Results
  1. 1
  2. 2

    Testing for parameter instability in predictive regression models by Gorgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2018
    Subjects: “…Predictive regression; Persistence; Parameter stability tests; Fixed regressor wild bootstrap; Conditional distribution…”
    Get full text
  3. 3

    A bootstrap stationarity test for predictive regression invalidity by Georgiev, Iliyan, Harvey, David I., Leybourne, Stephen J., Taylor, A.M. Robert

    Published 2017
    Subjects: “…Predictive regression; Granger causality; persistence; stationarity test; fixed regressor wild bootstrap; conditional distribution…”
    Get full text