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Confidence intervals for diffusion index forecasts and inference for factor-augmented regressions
Bai, Jushan; Ng, Serena - In: Econometrica : journal of the Econometric Society, an … 74 (2006) 4, pp. 1133-1150
Persistent link: https://www.econbiz.de/10003346183
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Semiparametric sieve-type GLS inference in regressions with long-range dependence
Kapetanios, George (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003428547
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Handbook of applied economic statistics
Ullah, Aman (ed.); Giles, David E. A. (contributor) - 1998
Persistent link: https://www.econbiz.de/10013282228
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Causal inference for contemporaneous effects and its application to tourism product sales data
Moriyama, Taku; Kuwano, Masashi - In: Journal of marketing analytics : JMA 10 (2022) 3, pp. 250-260
Persistent link: https://www.econbiz.de/10013390766
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Oracle properties and finite sample inference of the adaptive lasso for time series regression models
Audrino, Francesco; Camponovo, Lorenzo - 2013
Persistent link: https://www.econbiz.de/10010245672
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Nonparametric estimation and conformal inference of the sufficient forecasting with a diverging number of factors
Yu, Xiufan; Yao, Jiawei; Xue, Lingzhou - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 1, pp. 342-354
Persistent link: https://www.econbiz.de/10012804117
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Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben; Varneskov, Rasmus Tangsgaard - In: Journal of econometrics 224 (2021) 1, pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong - 2021
Persistent link: https://www.econbiz.de/10012593573
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Exact Inference in Predictive Quantile Regressions with an Application to Stock Returns
Gungor, Sermin - 2017
We develop an exact and distribution-free procedure to test for quantile predictability at several quantile levels jointly, while allowing for an endogenous predictive regressor with any degree of persistence. The approach proceeds by combining together the quantile regression t-statistics from...
Persistent link: https://www.econbiz.de/10012946689
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Self-Normalization Inference for Linear Trends in Cointegrating Regressions
Cho, Cheol-Keun - 2022
the stochastic regressors contain a deterministic linear trend. In addition to deriving asymptotic theory for t statistics …
Persistent link: https://www.econbiz.de/10014078083