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A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan; Harvey, David I.; Leybourne, Stephen James - In: Journal of business & economic statistics : JBES ; a … 37 (2019) 3, pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
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Predicting daily oil prices : linear and non-linear models
Dbouk, Wassim; Jamali, Ibrahim - In: Research in international business and finance 46 (2018), pp. 149-165
Persistent link: https://www.econbiz.de/10011983600
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Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
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Testing nowcast monotonicity with estimated factors
Fosten, Jack; Gutknecht, Daniel - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 107-123
Persistent link: https://www.econbiz.de/10012179524
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Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H. - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 1, pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
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Impact of COVID-19 on stock market efficiency : evidence from developed countries
Ozkan, Oktay - In: Research in international business and finance 58 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10013286484
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Testing for structural change of predictive regression model to threshold predictive regression model
Zhu, Fukang; Liu, Mengya; Ling, Shiqing; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 41 (2023) 1, pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
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A statistical approach to economic forecasting
Litterman, Robert Bruce - In: Journal of business & economic statistics : JBES ; a … 4 (1986) 1, pp. 1-4
Persistent link: https://www.econbiz.de/10001007488
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Small-sample properties of GMM for business-cycle analysis
Christiano, Lawrence J. - In: Journal of business & economic statistics : JBES ; a … 14 (1996) 3, pp. 309-327
Persistent link: https://www.econbiz.de/10001334393
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Common volatility in international equity markets
Engle, Robert F. - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 2, pp. 167-176
Persistent link: https://www.econbiz.de/10001142130