Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012): Difference between revisions

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+Q126867046
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+Testing predictive regression models with nonstationary regressors
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+Efficient Tests for an Autoregressive Unit Root
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+Data Tilting for Time Series
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+Uniform interval estimation for an AR(1) process with AR errors
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+Optimal Inference in Regression Models with Nearly Integrated Regressors
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+Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
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+Predictive quantile regression with persistent covariates: IVX-QR approach
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+Nonparametric transfer function models
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+A unified test for predictability of asset returns regardless of properties of predicting variables
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+LIMIT THEORY FOR COINTEGRATED SYSTEMS WITH MODERATELY INTEGRATED AND MODERATELY EXPLOSIVE REGRESSORS
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+Predictive regression under various degrees of persistence and robust long-horizon regression
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+Robust econometric inference with mixed integrated and mildly explosive regressors
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+Testing for a unit root in time series regression
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+Testing for unit roots in autoregressive-moving average models of unknown order
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+Q3583112
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+More Efficient Local Polynomial Estimation in Nonparametric Regression With Autocorrelated Errors
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+Predictive regressions for macroeconomic data
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