Pages that link to "Item:Q737994"
From MaRDI portal
The following pages link to A control function approach for testing the usefulness of trending variables in forecast models and linear regression (Q737994):
Displayed 6 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← 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)
- Improved tests for stock return predictability (Q6082964) (← links)
- Low Frequency Cointegrating Regression with Local to Unity Regressors and Unknown Form of Serial Dependence (Q6190778) (← links)