Semiparametric testing with highly persistent predictors
Year of publication: |
2022
|
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Authors: | Werker, Bas J. M. ; Zhou, Bo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 347-370
|
Subject: | Predictive regression | Limit experiment | LABF | Maximal invariant | Rank statistics | Theorie | Theory | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Ranking-Verfahren | Ranking method | Statistische Methodenlehre | Statistical theory |
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