Pages that link to "Item:Q5080549"

The following pages link to Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549):

Displayed 6 items.

• Consistent inference for predictive regressions in persistent economic systems (Q2043266) ‎ (← links)
• Estimation of long-run parameters in unbalanced cointegration (Q2512528) ‎ (← links)
• Changes in persistence, spurious regressions and the Fisher hypothesis (Q2691704) ‎ (← links)
• Spurious regression between long memory series due to mis-specified structural breaks (Q5084732) ‎ (← links)
• Robust inference for predictability in smooth transition predictive regressions (Q5860894) ‎ (← links)
• Market integration, systemic risk and diagnostic tests in large mixed panels (Q5861058) ‎ (← links)