Pages that link to "Item:Q2343822"
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The following pages link to Nonparametric predictive regression (Q2343822):
Displaying 15 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Model checks for nonlinear cointegrating regression (Q1739588) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- A weighted sieve estimator for nonparametric time series models with nonstationary variables (Q2024458) (← links)
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- Estimation for double-nonlinear cointegration (Q2305983) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Public debt and macroeconomic activity: a predictive analysis for advanced economies (Q2691661) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- CUMULATED SUM OF SQUARES STATISTICS FOR NONLINEAR AND NONSTATIONARY REGRESSIONS (Q5218424) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Uniform and \(L_p\) convergences for nonparametric continuous time regressions with semiparametric applications (Q6108335) (← links)
- OPTIMAL BANDWIDTH SELECTION IN NONLINEAR COINTEGRATING REGRESSION (Q6145547) (← links)
- Semi-parametric single-index predictive regression models with cointegrated regressors (Q6193026) (← links)