On the serial correlation in multi-horizon predictive quantile regression
Ke-Li Xu
| Year of publication: |
2021
|
|---|---|
| Authors: | Xu, Ke-Li |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 200.2021, p. 1-4
|
| Subject: | HAR inference | Long horizons | Overlapping observations | Predictive regression | Quantile regression | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2021.109736 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012606823