Pages that link to "Item:Q2512593"

The following pages link to Testing predictive regression models with nonstationary regressors (Q2512593):

Displaying 16 items.

• Panel data models with cross-sectional dependence: a selective review (Q729667) (← links)
• Functional index coefficient models with variable selection (Q888320) (← links)
• A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
• The scale of predictability (Q1739637) (← links)
• A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
• Residual-augmented IVX predictive regression (Q2116346) (← links)
• A robust test for predictability with unknown persistence (Q2179772) (← links)
• Corrigendum to ``Testing predictive regression models with nonstationary regressors'' (Q2451795) (← links)
• Predictive regressions for macroeconomic data (Q2453692) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
• <i>RR</i>-plot: a descriptive tool for regression observations (Q5036966) (← links)
• Empirical likelihood-based unified confidence region for a predictive regression model (Q5082963) (← links)
• Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)