Testing predictive regression models with nonstationary regressors

作者：Zongwu Cai, Yunfei Wang · 发表于：Journal of Econometrics · 年份：2013 · DOI：10.1016/j.jeconom.2013.08.002 · 被引用次数：53 · 研究领域：Financial Risk and Volatility Modeling、Statistical Methods and Inference、Advanced Statistical Methods and Models