章节目录

• 7.0 Introduction
• 7.1 Descriptive Statistics
  1. 7.1.1 Equity Market Returns
  2. 7.1.2 Predictor Variables
• 7.2 Prediction Models
  1. 7.2.1 Model Setup
     1. 7.2.2 Robustness Checks
• 7.3 Model Instability
  1. 7.3.1 Estimation of Break Dates
  2. 7.3.2 Test Statistics for Multiple Breaks
  3. 7.3.3 Number of Breaks
  4. 7.3.4 Confidence Interval
  5. 7.3.5 Further Discussion on Structural Breaks
• 7.4 Summary and Discussion