Nonparametric long term prediction of stock returns with generated bond yields (Q343974): Difference between revisions

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+Nonparametric statistics for stochastic processes. Estimation and prediction.
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+A cross-validatory method for dependent data
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+DATA-DEPENDENT ESTIMATION OF PREDICTION FUNCTIONS
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+Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis
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+Stock and bond return predictability: the discrimination power of model selection criteria
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+Mixing: Properties and examples
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+Fitting asset returns to skewed distributions: are the skew-normal and skew-Student good models?
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+Complete subset regressions
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+Common risk factors in the returns on stocks and bonds
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+Nonlinear time series. Nonparametric and parametric methods
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+Bandwidth selection in marker dependent kernel hazard estimation
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+Performance measurement of pension strategies: a case study of Danish life-cycle products
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+Using bimodal kernel for inference in nonparametric regression with correlated errors
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+Long-Term Memory in Stock Market Prices
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+Do-Validation for Kernel Density Estimation
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+Local Polynomial Estimation of Regression Functions for Mixing Processes
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+Prediction of Stock Returns: A New Way to Look at It
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+Simple Transformation Techniques for Improved Non‐parametric Regression
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+Asymptotic theory of weakly dependent stochastic processes
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+Nonparametric prediction of stock returns based on yearly data: the long-term view
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+Q3857500
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+A note on non-parametric estimation with predicted variables
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+Integration and backfitting methods in additive models -- finite sample properties and comparison
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+Choice of regressors in nonparametric estimation
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