Pages that link to "Item:Q5411513"
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The following pages link to BIAS REDUCTION AND LIKELIHOOD-BASED ALMOST EXACTLY SIZED HYPOTHESIS TESTING IN PREDICTIVE REGRESSIONS USING THE RESTRICTED LIKELIHOOD (Q5411513):
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)
- Predictive regressions for macroeconomic data (Q2453692) (← links)
- The restricted likelihood ratio test for autoregressive processes (Q2930894) (← links)
- The restricted likelihood ratio test at the boundary in autoregressive series (Q3077666) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)