Pages that link to "Item:Q2453692"
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The following pages link to Predictive regressions for macroeconomic data (Q2453692):
Displaying 13 items.
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- A unified test for predictability of asset returns regardless of properties of predicting variables (Q1739638) (← links)
- Statistical inferences in a partially linear model with autoregressive errors (Q2087660) (← links)
- A new test of asset return predictability with an unstable predictor (Q2209589) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246) (← links)
- Empirical likelihood-based unified confidence region for a predictive regression model (Q5082963) (← links)
- Testing the Predictability of U.S. Housing Price Index Returns Based on an IVX-AR Model (Q5146012) (← links)
- A unit root test for an AR(1) process with AR errors by using random weighted bootstrap (Q6054007) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Uniform Test for Predictive Regression With AR Errors (Q6616595) (← links)
- Unified Tests for a Dynamic Predictive Regression (Q6617788) (← links)
