Pages that link to "Item:Q3410709"
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The following pages link to Optimal Inference in Regression Models with Nearly Integrated Regressors (Q3410709):
Displayed 46 items.
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Enhancing the local power of IVX-based tests in predictive regressions (Q485604) (← links)
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Tests for \(m\)-dependence based on sample splitting methods (Q528177) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Portmanteau-type tests for unit-root and cointegration (Q1739591) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
- Portmanteau-type test for unit root with heavy-tailed noise (Q2059452) (← links)
- Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Semiparametric testing with highly persistent predictors (Q2116343) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- Low-frequency robust cointegration testing (Q2439861) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- On the asymptotic distribution of the Dickey Fuller-GLS test statistic (Q2934855) (← links)
- ESTIMATORS FOR PERSISTENT AND POSSIBLY NONSTATIONARY DATA WITH CLASSICAL PROPERTIES (Q3168421) (← links)
- DIFFERENCING TRANSFORMATIONS AND INFERENCE IN PREDICTIVE REGRESSION MODELS (Q3465606) (← links)
- COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017) (← links)
- FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Empirical likelihood-based unified confidence region for a predictive regression model (Q5082963) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433623) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
- Equity issues and aggregate market returns under information asymmetry (Q5746763) (← links)
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569) (← links)
- Robust inference for predictability in smooth transition predictive regressions (Q5860894) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
- Latent local-to-unity models (Q6049843) (← links)
- Improved tests for stock return predictability (Q6082964) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Taking stock of long-horizon predictability tests: are factor returns predictable? (Q6090589) (← links)
- A nonparametric predictive regression model using partitioning estimators based on Taylor expansions (Q6135346) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)