Pages that link to "Item:Q4372027"
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The following pages link to THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> (Q4372027):
Displaying 7 items.
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- Time-varying predictability of the long horizon equity premium based on semiparametric regressions (Q2695788) (← links)
- (WHEN) DO LONG AUTOREGRESSIONS ACCOUNT FOR NEGLECTED CHANGES IN PARAMETERS? (Q2981819) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- Adjusting for bias in long horizon regressions using R (Q5116809) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Taking stock of long-horizon predictability tests: are factor returns predictable? (Q6090589) (← links)