Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026)
From MaRDI portal
scientific article; zbMATH DE number 7803942
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi-parametric single-index predictive regression models with cointegrated regressors |
scientific article; zbMATH DE number 7803942 |
Statements
Semi-parametric single-index predictive regression models with cointegrated regressors (English)
0 references
13 February 2024
0 references
single-index models
0 references
hermite orthogonal series
0 references
cointegrated predictors
0 references
stock return predictability
0 references
0 references
0 references
0 references
