Predictive regression with order-p autoregressive predictors
Yakov Amihud; Clifford M. Hurvich; Yi Wang
| Year of publication: |
2010
|
|---|---|
| Authors: | Amihud, Yakov ; Hurvich, Clifford M. ; Wang, Yi |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 3, p. 513-525
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| Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009267284