Semiparametric single-index predictive regression
Weilun Zhou, Jiti Gao, David Harris, Hsein Kew
| Year of publication: |
September 2, 2019
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| Authors: | Zhou, Weilun ; Gao, Jiti ; Harris, David ; Kew, Hsein |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Predictive regression | Single-index model | Hermite orthogonal estimation | Dual super-consistency rates | Co-moving predictors | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics |
freely available
| Extent: | 1 Online-Ressource (circa 59 Seiten) Illustrationen |
|---|---|
| Series: | Cambridge working papers in economics. - Cambridge : [Verlag nicht ermittelbar], ZDB-ID 2106951-7. - Vol. 1981 Cambridge-INET working papers. - Cambridge : Cambridge-INET Institute, ZDB-ID 2853905-9. - Vol. no. 2019, 18 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.17863/CAM.43917 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012703312