Pages that link to "Item:Q5146012"
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The following pages link to Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012):
Displaying 8 items.
- Estimation and inference in the presence of fractional \(d=1/2\) and weakly nonstationary processes (Q2039810) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- Incorporating relative error criterion to conformal prediction for positive data (Q6199728) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Weighted nonlinear regression with nonstationary time series (Q6593387) (← links)
