Pages that link to "Item:Q2453084"

The following pages link to Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084):

Displaying 32 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)
• Functional index coefficient models with variable selection (Q888320) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
• A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
• Solving Euler equations via two-stage nonparametric penalized splines (Q2024465) (← links)
• Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
• Consistent inference for predictive regressions in persistent economic systems (Q2043266) (← links)
• Moments in Pearson's four-step uniform random walk problem and other applications of very well-poised generalized hypergeometric series (Q2061762) (← links)
• Testing for parameter instability and structural change in persistent predictive regressions (Q2106367) (← links)
• Testing for episodic predictability in stock returns (Q2116325) (← links)
• Residual-augmented IVX predictive regression (Q2116346) (← links)
• On LASSO for predictive regression (Q2155298) (← links)
• Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• Nonparametric predictive regression (Q2343822) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS (Q3450347) (← links)
• TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
• FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← 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)
• Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
• Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
• Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
• A PANEL CLUSTERING APPROACH TO ANALYZING BUBBLE BEHAVIOR (Q6122159) (← links)