Expectations Hypotheses Tests and Predictive Regressions

. 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 NameSizeDate
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