Pages that link to "Item:Q2227069"
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The following pages link to Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069):
Displaying 7 items.
- Stock and bond return predictability: the discrimination power of model selection criteria (Q959244) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- A reexamination of stock return predictability (Q5964757) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Inference in predictive quantile regressions (Q6664664) (← links)