Pages that link to "Item:Q3551017"
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The following pages link to COVARIANCE-BASED ORTHOGONALITY TESTS FOR REGRESSORS WITH UNKNOWN PERSISTENCE (Q3551017):
Displaying 10 items.
- Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- NONPARAMETRIC TESTS OF MOMENT CONDITION STABILITY (Q4917232) (← links)
- FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
- Asymptotic behavior of cross spectral density estimator at the zero frequency in the presence of degeneracy (Q5079276) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
