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Asset pricing models with conditional betas and alphas : the effects of data snooping and spurious regression
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - 2006
Persistent link: https://www.econbiz.de/10003389721
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An approach to model complex high-dimensional insurance data
Christmann, Andreas - In: Allgemeines statistisches Archiv : AStA ; journal of … 88 (2004) 4, pp. 375-396
Persistent link: https://www.econbiz.de/10002490571
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On a strategy to develop robust and simple tariffs from motor vehicle insurance data
Christmann, Andreas - 2004
Persistent link: https://www.econbiz.de/10001982698
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Insurance: an R-program to model insurance data
Marin-Galiano, Marcos (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002363960
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Improved customer choice predictions using ensemble methods
Wezel, Michiel van (contributor); Potharst, Rob (contributor) - 2005
Persistent link: https://www.econbiz.de/10002762210
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Spurious regressions in financial economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - 2002
Persistent link: https://www.econbiz.de/10001695917
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Spurious regressions in financial economics?
Ferson, Wayne E.; Sarkissian, Sergei; Simin, Timothy T. - In: The journal of finance : the journal of the American … 58 (2003) 4, pp. 1393-1414
Persistent link: https://www.econbiz.de/10001780902
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SLinRA2S : actively supporting regression analysis with R
Wu, Chien-ho; Li, Jung-bin; Chang, Tsair-yuan - In: Information systems and e-business management : ISeB 13 (2015) 2, pp. 309-328
Persistent link: https://www.econbiz.de/10011290597
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Spurious Regressions in Financial Economics?
Ferson, Wayne E. - 2010
Even though stock returns are not highly autocorrelated, there is a spurious regression bias in predictive regressions … variables interacts with spurious regression bias. The two effects reinforce each other, because more highly persistent series …
Persistent link: https://www.econbiz.de/10012762990
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Investigating the predictive ability of ONS big data-based indicators
Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258
Persistent link: https://www.econbiz.de/10012817730