A robust test for predictability with unknown persistence (Q2179772): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2020.109028
+Normal rank
@@ Property / OpenAlex ID @@
+W2976938983
@@ Property / OpenAlex ID: W2976938983 / rank @@
+Normal rank
@@ Property / cites work @@
+Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
+Normal rank
@@ Property / cites work @@
+Hybrid and Size-Corrected Subsampling Methods
@@ Property / cites work: Hybrid and Size-Corrected Subsampling Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Testing predictive regression models with nonstationary regressors
+Normal rank
@@ Property / cites work @@
+A simple, robust and powerful test of the trend hypothesis
+Normal rank
@@ Property / cites work @@
+Q3428623
@@ Property / cites work: Q3428623 / rank @@
+Normal rank
@@ Property / cites work @@
+A unified test for predictability of asset returns regardless of properties of predicting variables
+Normal rank
@@ Property / cites work @@
+COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE
+Normal rank
@@ Property / cites work @@
+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
+Normal rank
@@ Property / cites work @@
+On Confidence Intervals for Autoregressive Roots and Predictive Regression
+Normal rank
@@ Property / cites work @@
+Predictive regression under various degrees of persistence and robust long-horizon regression
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2179772