A New Robust Inference for Predictive Quantile Regression
Year of publication: |
2020
|
---|---|
Authors: | Cai, Zongwu |
Other Persons: | Chen, Haiqiang (contributor) ; Liao, Xiaosai (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Induktive Statistik | Statistical inference | Schätztheorie | Estimation theory | Robustes Verfahren | Robust statistics |
Extent: | 1 Online-Ressource (57 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 5, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3593817 [DOI] |
Classification: | C32 - Time-Series Models ; C52 - Model Evaluation and Testing ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Robust Inference of Long-Horizon Predictability
Xu, Ke-Li, (2018)
-
Robust Estimation and Inference for Threshold Models with Integrated Regressors
Chen, Haiqiang, (2013)
-
Consistent Inference for Predictive Regressions in Persistent Economic Systems
Andersen, Torben G., (2019)
- More ...
-
A new robust inference for asset return predictability via quantile regression
Cai, Zongwu, (2020)
-
A new robust inference for predictive quantile regression
Cai, Zongwu, (2023)
-
Futures-Trading Activity and Jump Risk : Evidence From the Bitcoin Market
Zhang, Chuanhai, (2021)
- More ...