Pages that link to "Item:Q3453246"

The following pages link to TESTING INSTABILITY IN A PREDICTIVE REGRESSION MODEL WITH NONSTATIONARY REGRESSORS (Q3453246):

Displaying 12 items.

• Test for partial parameter instability in regressions with \(I(1)\) processes (Q1305645) (← links)
• 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)
• Testing for parameter instability in predictive regression models (Q1745619) (← links)
• A model-free consistent test for structural change in regression possibly with endogeneity (Q2000860) (← links)
• Testing heteroskedasticity for predictive regressions with nonstationary regressors (Q2660025) (← links)
• Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
• TESTING THE STABILITY OF REGRESSION COEFFICIENTS USING GENERALIZED RECURSIVE RESIDUALS (Q3210725) (← links)
• A non‐parametric test for multi‐variate trend functions (Q6134633) (← links)
• Testing of Constant Parameters for Semi‐Parametric Functional Coefficient Models with Integrated Covariates (Q6135359) (← links)
• Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
• A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)