Pages that link to "Item:Q281052"
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The following pages link to Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052):
Displaying 14 items.
- 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)
- On LASSO for predictive regression (Q2155298) (← links)
- The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- On the limit theory of mixed to unity VARs: Panel setting with weakly dependent errors (Q5135328) (← 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)
- 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 Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
