Similar Search Results

Unified tests for a dynamic predictive regression

Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 684-699

Persistent link: https://www.econbiz.de/10012588007

Unified tests for a dynamic predictive regression

Yang, Bingduo; Liu, Xiaohui; Peng, Liang; Cai, Zongwu - 2018

Persistent link: https://www.econbiz.de/10011965817

A unified test for predictability of asset returns regardless of properties of predicting variables

Liu, Xiaohui; Yang, Bingduo; Cai, Zongwu; Peng, Liang - In: Journal of econometrics 208 (2019) 1, pp. 141-159

Persistent link: https://www.econbiz.de/10012139823

A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap

Yang, Bingduo; Long, Wei; Liu, Xiaohui; Peng, Liang - 2022

Predictive regressions are widely used in empirical economics and finance to investigate the Granger causality test, linear rational expectations hypothesis test, and market efficiency hypothesis. This paper develops a new unified predictability test regardless of the properties of predictors....

Persistent link: https://www.econbiz.de/10013405577

Hidden Markov model for municipal waste generation forecasting under uncertainties

Jiang, P.; Liu, X. - In: European journal of operational research : EJOR 250 (2016) 2, pp. 639-651

Persistent link: https://www.econbiz.de/10011441731

Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market

Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222

Persistent link: https://www.econbiz.de/10010481970

The UK consumption function and structural instability : improving forecasting performance using a time-varying parameter approach

Song, Haiyan - In: Applied economics 30 (1998) 7, pp. 975-983

Persistent link: https://www.econbiz.de/10001244727

Predicting firm stock returns with customer stock returns : moderating effects of customer characteristics

Shi, Jinyan; Yu, Conghui; Liu, Xiangkun; Li, Yanxi - In: Research in international business and finance 54 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012581373

Procyclical volatility in Chinese stock markets

Deschamps, Bruno; Fei, Tianlun; Jiang, Ying; Liu, Xiaoquan - In: Review of quantitative finance and accounting 58 (2022) 3, pp. 1117-1144

Persistent link: https://www.econbiz.de/10013191850

A two-stage Bayesian network model for corporate bankruptcy prediction

Cao, Yi; Liu, Xiaoquan; Zhai, Jia; Hua, Shan - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 455-472

Persistent link: https://www.econbiz.de/10012814601