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Relation between crop yields and estimated returns to scale and returns to research
Peterson, Willis L. - 1991
Persistent link: https://www.econbiz.de/10000825915
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Estimating portfolio conditional returns distribution through style analysis models
Attardi, Laura; Vistocco, Domenico - In: Mathematical and statistical methods in insurance and …, (pp. 11-17). 2008
Persistent link: https://www.econbiz.de/10003837046
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Confidence intervals for long-horizon predictive regressions via reverse regressions
Wei, Min; Wright, Jonathan H. - 2009
Persistent link: https://www.econbiz.de/10003867244
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Regime specific predictability in predictive regressions
Pitarakis, Jean-Yves; Gonzalo, Jesús - 2009
Persistent link: https://www.econbiz.de/10003920780
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Regime specific predictability in predictive regressions
Gonzalo, Jesús; Pitarakis, Jean-Yves - 2009
Persistent link: https://www.econbiz.de/10003972205
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Spurious long-horizon regression in econometrics
Noriega-Muro, Antonio E.; Ventosa-Santaulària, Daniel - 2010
This paper extends recent research on the behaviour of the t-statistic in a long-horizon regression (LHR). We assume that the explanatory and dependent variables are generated according to the following models: a linear trend stationary process, a broken trend stationary process, a unit root...
Persistent link: https://www.econbiz.de/10008656734
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Spurious regressions driven by excessive volatility
Kim, Chang Sik; Lee, Sungro - In: Economics letters 113 (2011) 3, pp. 292-297
Persistent link: https://www.econbiz.de/10009503041
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Using the regression model for the portfolios analysis and management
Anghelache, Constantin; Anghel, Mădălina Gabriela - In: Theoretical and applied economics : GAER review 21 (2014) 4, pp. 53-66
Persistent link: https://www.econbiz.de/10010532227
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A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia - In: Journal of empirical finance 28 (2014), pp. 261-272
Persistent link: https://www.econbiz.de/10011285632