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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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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