Testing for Predictability

Quantile Journal, Vol. 1, pp. 39-42, 2006

Posted: 21 Oct 2006

Abstract

This essay contains a short survey of existing simple tests for predictability of various characteristics of stationary time series.

Note: Downloadable document is in Russian.

JEL Classification: C12, C22, C32

Suggested Citation

Anatolyev, Stanislav, Testing for Predictability. Quantile Journal, Vol. 1, pp. 39-42, 2006, Available at SSRN: https://ssrn.com/abstract=938073

Stanislav Anatolyev (Contact Author)

New Economic School ( email )

Skolkovskoe shosse, 45
Moscow, 121353
Russia

CERGE-EI ( email )

P.O. Box 882
7 Politickych veznu
Prague 1, 111 21
Czech Republic

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