Pages that link to "Item:Q494409"
From MaRDI portal
The following pages link to Instrumental variable and variable addition based inference in predictive regressions (Q494409):
Displaying 23 items.
- Robust econometric inference with mixed integrated and mildly explosive regressors (Q281052) (← links)
- Enhancing the local power of IVX-based tests in predictive regressions (Q485604) (← links)
- On adding over-identifying instrumental variables to simultaneous equations (Q533939) (← links)
- A perspective on recent methods on testing predictability of asset returns (Q1640689) (← links)
- Testing for parameter instability in predictive regression models (Q1745619) (← links)
- Simple tests for stock return predictability with good size and power properties (Q2043264) (← links)
- Testing for episodic predictability in stock returns (Q2116325) (← links)
- Residual-augmented IVX predictive regression (Q2116346) (← links)
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- FINITE-SAMPLE SIZE CONTROL OF IVX-BASED TESTS IN PREDICTIVE REGRESSIONS (Q4959133) (← links)
- CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
- Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
- Testing for Structural Change of Predictive Regression Model to Threshold Predictive Regression Model (Q6586903) (← links)
- Inferring the Predictability Induced by a Persistent Regressor in a Predictive Threshold Model (Q6616607) (← links)
- Unified Tests for a Dynamic Predictive Regression (Q6617788) (← links)
- Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions (Q6620860) (← links)
- Bonferroni Type Tests for Return Predictability and the Initial Condition (Q6626219) (← links)
- A Bootstrap Stationarity Test for Predictive Regression Invalidity (Q6634886) (← links)
