. Expectations Hypotheses Tests and Predictive Regressions at Long Horizons published in The Econometrics Journal.
The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.
Project Files:
| File Name | Size | Date |
|---|---|---|
| bic1.m | 562 | December 18 2013 14:05:03 |
| BonLconf.m | 291 | December 18 2013 14:05:03 |
| BonLcrit.m | 285 | December 18 2013 14:05:03 |
| BonRcrit.m | 282 | December 18 2013 14:05:03 |
| BonUconf.m | 299 | December 18 2013 14:05:03 |
| DFbelt | 640386 | December 18 2013 14:05:03 |
| DFGLSbelt | 640386 | December 18 2013 14:05:03 |
| example.asv | 428 | December 18 2013 14:05:03 |
| example.m | 468 | December 18 2013 14:05:03 |
| Lconf.m | 270 | December 18 2013 14:05:03 |
| Lcrit.m | 197 | December 18 2013 14:05:03 |
| LongH.m | 4168 | December 18 2013 14:05:03 |
| maxc.m | 38 | December 18 2013 14:05:03 |
| minindc.m | 262 | December 18 2013 14:05:03 |
| nw.m | 354 | December 18 2013 14:05:03 |
| olsbeta.m | 218 | December 18 2013 14:05:03 |
| olsres.m | 225 | December 18 2013 14:05:03 |
| Qconf | 1360 | December 18 2013 14:05:03 |
| Rcrit.m | 197 | December 18 2013 14:05:03 |
| rows.m | 37 | December 18 2013 14:05:03 |
| selif.m | 738 | December 18 2013 14:05:03 |
| seqa.m | 758 | December 18 2013 14:05:03 |
| tconf | 1360 | December 18 2013 14:05:03 |
| tquantL | 50594 | December 18 2013 14:05:03 |
| tquantR | 50594 | December 18 2013 14:05:03 |
| Uconf.m | 302 | December 18 2013 14:05:03 |
| yv | 11016 | December 18 2013 14:05:03 |
