Pages that link to "Item:Q5859569"
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The following pages link to NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS (Q5859569):
Displaying 4 items.
- A robust test for predictability with unknown persistence (Q2179772) (← links)
- Testing predictive regression models with nonstationary regressors (Q2512593) (← links)
- Long Memory Regressors and Predictive Testing: A Two-stage Rebalancing Approach (Q5080549) (← links)
- A New Application of Exact Nonparametric Methods to Long-Horizon Predictability Tests (Q5452769) (← links)