Mikihito Nishi | DeepAI

DeepAI

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research

∙ 09/10/2023

Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions

This study considers tests for coefficient randomness in predictive regr...

0 Mikihito Nishi, et al. ∙

research

∙ 01/12/2023

Testing for Coefficient Randomness in Local-to-Unity Autoregressions

In this study, we propose a test for the coefficient randomness in autor...

0 Mikihito Nishi, et al. ∙