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Testing for multiple-period predictability between serially dependent time series
Heaton, Christopher - In: International journal of forecasting 31 (2015) 3, pp. 587-597
Persistent link: https://www.econbiz.de/10011474421
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Econometric model used in the capital market analysis
Anghel, Mădălina Gabriela - In: Theoretical and applied economics : GAER review 21 (2014) 10, pp. 59-70
Persistent link: https://www.econbiz.de/10011558153
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Combining forecasts for universally optimal performance
Qian, Wei; Rolling, Craig A.; Cheng, Gang; Yang, Yuhong - In: International journal of forecasting 38 (2022) 1, pp. 193-208
Persistent link: https://www.econbiz.de/10013347783
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How to combine a billion alphas
Kakushadze, Zura; Yu, Willie - In: The journal of asset management 18 (2017) 1, pp. 64-80
Persistent link: https://www.econbiz.de/10011592763
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A study of the effect of macroeconomic variables on stock market : Saudi perspective
Samontaray, Durga Prasad; Nugali, Sultan; Sasidhar, Bokkasam - In: International journal of financial research 5 (2014) 4, pp. 120-127
Persistent link: https://www.econbiz.de/10010459123
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The analysis of nonstationary time series using regression, correlation and cointegration
Johansen, Søren - In: Contemporary economics 6 (2012) 2, pp. 40-57
There are simple well-known conditions for the validity of regression and correlation as statistical tools. We analyse …
Persistent link: https://www.econbiz.de/10009767620
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An assessment of loyalty of bank customers
Aggarwal, Rashmi - In: GITAM journal of management : a quarterly publication … 14 (2016) 2, pp. 79-87
Persistent link: https://www.econbiz.de/10011656294
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Implementation-neutral causation in structural models
LeRoy, Stephen F. - In: Contemporary economics 12 (2018) 3, pp. 253-268
Analysts associated with the Cowles Commission attached great importance to the distinction between structural and reduced-form models: in their view structural models, but not reduced-form models, allow the analysis of causal relations. They did not present clear justification for this view....
Persistent link: https://www.econbiz.de/10012177106
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Machine learning risk models
Kakushadze, Zura; Yu, Willie - In: Journal of risk & control 6 (2019) 1, pp. 37-64
Persistent link: https://www.econbiz.de/10012237599
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Determinants and forecasting of female labour force participation rate in India : testing of feminization U hypothesis
Rami, Gaurang - 2020
, the determinants of FLFPR for India have been estimated using regression analysis for the time period 1990–2016. Data on … strong negative linear correlation with LN GDP (constant 2010 US$), LN GDP per capita, PPP (constant 2011 international … regression analysis suggest that 87.9% variations in LFPR (% of female population age 15+) in India are explained by independent …
Persistent link: https://www.econbiz.de/10012427547