Uniform test for predictive regression with AR errors
Year of publication: |
January 2017
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Authors: | Li, Chenxue ; Li, Deyuan ; Peng, Liang |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 29-39
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Subject: | AR errors | Empirical likelihood | Jackknife empirical likelihood | Predictive regression | Weighted score | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Statistischer Fehler | Statistical error |
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