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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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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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A refined asymptotic framework for dividend yield in predictive regressions
Deng, Kaihua - In: Economics letters 138 (2016), pp. 60-63
Persistent link: https://www.econbiz.de/10011615492
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Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei - In: Economics letters 124 (2014) 2, pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
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Confidence intervals in regressions with estimated factors and idiosyncratic components
Fosten, Jack - In: Economics letters 157 (2017), pp. 71-74
Persistent link: https://www.econbiz.de/10011847312
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On the serial correlation in multi-horizon predictive quantile regression
Xu, Ke-Li - In: Economics letters 200 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012606823
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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 heteroskedasticity for predictive regressions with nonstationary regressors
Hong, Shaoxin; Zhang, Zhengyi; Cai, Zongwu - In: Economics letters 201 (2021), pp. 1-4
Persistent link: https://www.econbiz.de/10012607071
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Time-varying predictability of the long horizon equity premium based on semiparametric regressions
Yu, Deshui; Li, Chen; Li, Luyang - In: Economics letters 224 (2023), pp. 1-6
Persistent link: https://www.econbiz.de/10014307887
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Optimal liquidation rule and debt in the principal-agent model
Chang, Chun - In: Economics letters 40 (1992) 1, pp. 23-26
Persistent link: https://www.econbiz.de/10001137551