articleJournal of Financial EconomicsApr 19, 2012GREEN OA

Predictive regressions with time-varying coefficients

TDThomas DanglMHMichael Halling

TU Wien · University of Utah

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Abstract

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584
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35.02
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100%
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72
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Authors

2

Topics & keywords

Topics
Keywords
  • Predictability
  • Econometrics
  • Index (typography)
  • Bayesian probability
  • Sample (material)
  • Statistics
  • Constant (computer programming)
  • Business cycle
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