Pages that link to "Item:Q2512593"
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The following pages link to Testing predictive regression models with nonstationary regressors (Q2512593):
Displaying 21 items.
- Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
- Functional index coefficient models with variable selection (Q888320) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- The scale of predictability (Q1739637) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- Corrigendum to ``Testing predictive regression models with nonstationary regressors'' (Q2451795) (← links)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- <i>RR</i>-plot: a descriptive tool for regression observations (Q5036966) (← links)
- Empirical likelihood-based unified confidence region for a predictive regression model (Q5082963) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Uniform Test for Predictive Regression With AR Errors (Q6616595) (← links)
- Unified Tests for a Dynamic Predictive Regression (Q6617788) (← links)
- A new Portmanteau test for predictive regression models with possible embedded endogeneity (Q6636850) (← links)
- Inference in predictive quantile regressions (Q6664664) (← links)
