Pages that link to "Item:Q3453246"
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The following pages link to TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246):
Displayed 8 items.
- 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)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
- Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
- Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
- A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
- Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)