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1,869
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1
Asset pricing with neural networks : significance tests
Fallahgoul, Hasan
;
Franstianto, Vincentius
;
Lin, Xin
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
Saved in:
2
Entropy and predictability of stock market returns
Maasoumi, Esfandiar
;
Racine, Jeffrey
- In:
Journal of econometrics
107
(
2002
)
1/2
,
pp. 291-312
Persistent link: https://www.econbiz.de/10001651309
Saved in:
3
Autoencoder asset pricing models
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
Saved in:
4
Selection of estimation window in the presence of breaks
Pesaran, M. Hashem
;
Timmermann, Allan
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 134-161
Persistent link: https://www.econbiz.de/10003425523
Saved in:
5
Joint LM test for homoskedasticity in a one-wa error component model
Baltagi, Badi H.
;
Bresson, Georges
;
Pirotte, Alain
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 401-417
Persistent link: https://www.econbiz.de/10003374325
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6
Nonparametric seemingly unrelated regression
Smith, Michael S.
;
Kohn, Robert
- In:
Journal of econometrics
98
(
2000
)
2
,
pp. 257-281
Persistent link: https://www.econbiz.de/10001497782
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7
Exact tests for contemporaneous correlation of disturbances in seemingly unrelated regressions
Dufour, Jean-Marie
;
Khalaf, Lynda
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 143-170
Persistent link: https://www.econbiz.de/10001633720
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8
Testing for neglected nonlinearity in regression models based on the
theory
of random fields
Dahl, Christian M.
;
González-Rivera, Gloria
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 141-164
Persistent link: https://www.econbiz.de/10001738927
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9
Optimal critical values of pre-tests when estimating the regression error variance : analytical findings under a general loss structure
Wan, Alan T. K.
;
Zou, Guohua
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 165-196
Persistent link: https://www.econbiz.de/10001738931
Saved in:
10
Bayesian bootstrap multivariate regression
Heckelei, Thomas
;
Mittelhammer, Ron C.
- In:
Journal of econometrics
112
(
2003
)
2
,
pp. 241-264
Persistent link: https://www.econbiz.de/10001731315
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