Pages that link to "Item:Q5419470"
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The following pages link to Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470):
Displaying 12 items.
- Nonparametric long term prediction of stock returns with generated bond yields (Q343974) (← links)
- Nonparametric prediction of stock returns based on yearly data: the long-term view (Q896758) (← links)
- A nonparametric approach to test for predictability (Q1672705) (← links)
- Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069) (← links)
- Nonparametric predictive regression (Q2343822) (← links)
- 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)
- THE STATISTICS OF LONG‐HORIZON REGRESSIONS REVISITED<sup>1</sup> (Q4372027) (← links)
- Measuring Uncertainty about Long-Run Predictions (Q4610832) (← links)
- SECULAR MEAN REVERSION AND LONG‐RUN PREDICTABILITY OF THE STOCK MARKET (Q4998323) (← links)
- Expectations hypotheses tests at Long Horizons (Q5433624) (← links)
- A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (Q5452769) (← links)