Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026)
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scientific article; zbMATH DE number 7803942
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English | Semi-parametric single-index predictive regression models with cointegrated regressors |
scientific article; zbMATH DE number 7803942 |
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Semi-parametric single-index predictive regression models with cointegrated regressors (English)
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13 February 2024
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single-index models
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hermite orthogonal series
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cointegrated predictors
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stock return predictability
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