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~subject:"Predictive regression"
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Predictive regression
Theorie
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Theory
22,875
Statistik
19,767
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14,198
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12,529
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4,454
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3,584
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3,580
Multivariate Analyse
3,480
Multivariate analysis
3,169
Nonlinear regression
3,143
Nichtlineare Regression
3,141
Bootstrap-Verfahren
3,050
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3,048
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3,012
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2,992
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Westerlund, Joakim
8
Cai, Zongwu
5
Narayan, Paresh Kumar
5
Taylor, Robert
5
Georgiev, Iliyan
4
Lee, Ji Hyung
4
Phillips, Peter C. B.
4
Demetrescu, Matei
3
Harvey, David I.
3
Leybourne, Stephen James
3
Peng, Liang
3
Tu, Yundong
3
Yang, Bingduo
3
Gao, Jiti
2
Harris, David
2
Karabiyik, Hande
2
Kew, Hsein
2
Kim, Jae H.
2
Ling, Shiqing
2
Liu, Li
2
Liu, Mengya
2
Liu, Xiaohui
2
Magdalinos, Tassos
2
Petrova, Katerina
2
Rodrigues, Paulo M. M.
2
Sharma, Susan Sunila
2
Wang, Yudong
2
Zhou, Weilun
2
Zhu, Fukang
2
Andreou, Elena
1
Awijen, Haithem
1
Ben Lahouel, Bechir
1
Chen, Ye
1
Choi, Yongok
1
Devpura, Neluka
1
Diao, Xundi
1
Fan, Rui
1
Gonzalo, Jesús
1
Gungor, Sermin
1
Hillmann, Benjamin
1
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Journal of econometrics
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of empirical finance
4
International journal of forecasting
3
Journal of international financial markets, institutions & money
3
Emerging markets review
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Finance research letters
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Economics letters
1
Energy economics
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GSBE research memoranda
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International review of financial analysis
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Journal of Asian economics
1
Journal of applied econometrics
1
Journal of financial markets
1
Research in international business and finance
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013365457
Saved in:
2
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013366052
Saved in:
3
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
4
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
Saved in:
5
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
6
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
7
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
8
Semiparametric single-index predictive regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012606715
Saved in:
9
Out-of-sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1166-1178
Persistent link: https://www.econbiz.de/10014547266
Saved in:
10
Predicting returns and dividend growth : the role of non-Gaussian innovations
Kiss, Tamás
;
Mazur, Stepan
;
Nguyen, Hoang
- In:
Finance research letters
46
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341435
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