Pages that link to "Item:Q5964753"
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The following pages link to Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753):
Displaying 21 items.
- Quantile cointegration in the autoregressive distributed-lag modeling framework (Q82997) (← links)
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- On the serial correlation in multi-horizon predictive quantile regression (Q2659974) (← links)
- Conventional and unconventional monetary policy reaction to uncertainty in advanced economies: evidence from quantile regressions (Q2697087) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← 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)
- Inference in predictive quantile regressions (Q6664664) (← links)
