Pages that link to "Item:Q2179772"
From MaRDI portal
The following pages link to A robust test for predictability with unknown persistence (Q2179772):
Displaying 7 items.
- A nonparametric approach to test for predictability (Q1672705) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- On empirical likelihood test for predictability (Q5078128) (← links)
- Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470) (← links)
- A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (Q5452769) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)