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Search: subject:"predictive regression"
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Statistical test
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Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013366052
Saved in:
2
Uniform and distribution-free inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Katerina
-
2022
Persistent link: https://www.econbiz.de/10013365457
Saved in:
3
A new test for multiple
predictive
regression
Xu, Ke-Li
;
Guo, Junjie
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
Saved in:
4
A new test for multiple
predictive
regression
Xu, Ke-Li
;
Guo, Junjie
-
2021
Persistent link: https://www.econbiz.de/10012887604
Saved in:
5
Testing predictability of stock returns under possible bubbles
Yang, Bingduo
;
Long, Wei
;
Yang, Zihui
- In:
Journal of empirical finance
68
(
2022
),
pp. 246-260
Persistent link: https://www.econbiz.de/10013464495
Saved in:
6
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
7
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:
8
Unified tests for a dynamic
predictive
regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
-
2018
Persistent link: https://www.econbiz.de/10011965817
Saved in:
9
Unified tests for a dynamic
predictive
regression
Yang, Bingduo
;
Liu, Xiaohui
;
Peng, Liang
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 684-699
Persistent link: https://www.econbiz.de/10012588007
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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