A nonparametric test of the predictive regression model
Year of publication: |
2014
|
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Authors: | Juhl, Ted |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 32.2014, 3, p. 387-394
|
Subject: | Finance | Kernel regression | Near unit root | Time series | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Einheitswurzeltest | Unit root test | Schätzung | Estimation | Schätztheorie | Estimation theory |
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