Pages that link to "Item:Q5256128"
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The following pages link to Testing Dependence Among Serially Correlated Multicategory Variables (Q5256128):
Displayed 8 items.
- Market timing: recent development and a new test (Q547079) (← links)
- Asymptotic variance of Brier (skill) score in the presence of serial correlation (Q1668186) (← links)
- Conditional rotation between forecasting models (Q2106365) (← links)
- Transformations and moment conditions for dynamic fixed effects logit models (Q2155300) (← links)
- WHAT CENTRAL BANKERS NEED TO KNOW ABOUT FORECASTING OIL PRICES (Q2921203) (← links)
- Forecasting US interest rates and business cycle with a nonlinear regime switching VAR model (Q4687656) (← links)
- Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
- Predicting stock realized variance based on an asymmetric robust regression approach (Q6066261) (← links)