Nonparametric predictive regression
Nonparametric predictive regression
468-494
Kasparis, Ioannis
78354f4d-e78d-467f-a130-78052d7960a7
Andreou, Elena
ff93fc0b-6c17-48f3-8f97-7e56cc6b4e74
Phillips, Peter C.b.
f67573a4-fc30-484c-ad74-4bbc797d7243
1 April 2015
Kasparis, Ioannis
78354f4d-e78d-467f-a130-78052d7960a7
Andreou, Elena
ff93fc0b-6c17-48f3-8f97-7e56cc6b4e74
Phillips, Peter C.b.
f67573a4-fc30-484c-ad74-4bbc797d7243
Kasparis, Ioannis, Andreou, Elena and Phillips, Peter C.b.
(2015)
Nonparametric predictive regression.
Journal of Econometrics, 185 (2), .
(doi:10.1016/j.jeconom.2014.05.015).
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Accepted/In Press date: 14 May 2014
e-pub ahead of print date: 25 June 2014
Published date: 1 April 2015
Organisations:
Economics
Identifiers
Local EPrints ID: 407663
URI: http://eprints.soton.ac.uk/id/eprint/407663
ISSN: 0304-4076
PURE UUID: d21e91c7-7413-4a8a-8daf-a73f636a015d
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Date deposited: 21 Apr 2017 01:03
Last modified: 15 Mar 2024 12:45
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Author:
Ioannis Kasparis
Author:
Elena Andreou
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