On the serial correlation in multi-horizon predictive quantile regression
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 | Kapitaleinkommen | Capital income |
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