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Stock return predictability : a factor-augmented predictive regression system with shrinkage method
Ohno, Saburo; Ando, Tomohiro - In: Econometric reviews 37 (2018) 1/5, pp. 29-60
Persistent link: https://www.econbiz.de/10012038133
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Powerful t-tests in the presence of nonclassical measurement error
Kim, Dongwoo; Wilhelm, Daniel - In: Econometric reviews 43 (2024) 6, pp. 345-378
Persistent link: https://www.econbiz.de/10014551533
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Standard errors for nonparametric regression
Chu, Ba; Jacho-Chávez, David Tomás; Linton, Oliver - In: Econometric reviews 39 (2020) 7, pp. 674-690
Persistent link: https://www.econbiz.de/10012262514
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Testing for time-varying factor loadings in high-dimensional factor models
Xu, Wen - In: Econometric reviews 41 (2022) 8, pp. 918-965
Persistent link: https://www.econbiz.de/10013364920
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - In: Econometric reviews 40 (2021) 8, pp. 709-727
Persistent link: https://www.econbiz.de/10012624535
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A specification test for dynamic conditional distribution models with function-valued parameters
Troster, Victor; Wied, Dominik - In: Econometric reviews 40 (2021) 2, pp. 109-127
Persistent link: https://www.econbiz.de/10012483803
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Testing for Granger-causality in quantiles
Troster, Victor - In: Econometric reviews 37 (2018) 6/10, pp. 850-866
Persistent link: https://www.econbiz.de/10012040414
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Semiparametric sieve-type generalized least squares inference
Kapetanios, George; Psaradakis, Zacharias G. - In: Econometric reviews 35 (2016) 5/7, pp. 951-985
Persistent link: https://www.econbiz.de/10011590983
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Lassoed boosting and linear prediction in the equities market
Huang, Xiao - In: Econometric reviews 43 (2024) 9, pp. 733-751
Persistent link: https://www.econbiz.de/10015050638
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High-order conditional quantile estimation based on nonparametric models of regression
Martins-Filho, Carlos; Yao, Feng; Torero, Máximo - In: Econometric reviews 34 (2015) 6/10, pp. 907-958
Persistent link: https://www.econbiz.de/10011483401