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Predictive regression with order-p autoregressive predictors
Amihud, Yakov; Hurvich, Clifford M.; Wang, Yi - In: Journal of empirical finance 17 (2010) 3, pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
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Feasible generalized least squares using support vector regression
Miller, Steve; Startz, Richard - In: Economics letters 175 (2019), pp. 28-31
Persistent link: https://www.econbiz.de/10012121118
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Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.; Wang, You-Gan; Zhu, Min - In: Journal of empirical finance 62 (2021), pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
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Nearly unbiased estimation of sample skewness
Li, Yifan - In: Economics letters 192 (2020), pp. 1-6
Persistent link: https://www.econbiz.de/10012508586
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Stationarity of econometric learning with bounded memory and a predicted state variable
Damjanovic, Tatiana; Girdėnas, Šarūnas; Liu, Keqing - In: Economics letters 130 (2015), pp. 93-96
Persistent link: https://www.econbiz.de/10011422420
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A note on the representative adaptive learning algorithm
Berardi, Michele; Galimberti, Jaqueson K. - In: Economics letters 124 (2014) 1, pp. 104-107
Persistent link: https://www.econbiz.de/10010490580
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Complete subset least squares support vector regression
Qiu, Yue - In: Economics letters 200 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10012606827
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Testing for monotonicity in expected asset returns
Romano, Joseph P.; Wolf, Michael - In: Journal of empirical finance 23 (2013), pp. 93-116
Persistent link: https://www.econbiz.de/10010221769
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A modified Diebold-Mariano test for equal forecast accuracy with clustered dependence
Zhou, Jin; Li, Haiqi; Zhong, Wanling - In: Economics letters 207 (2021), pp. 1-5
Persistent link: https://www.econbiz.de/10013170014
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Return predictability and intertemporal asset allocation : evidence from a bias-adjusted VAR model
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 19 (2012) 2, pp. 241-253
Persistent link: https://www.econbiz.de/10009615710