Pages that link to "Item:Q2330756"
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The following pages link to Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756):
Displaying 17 items.
- The quantilogram: with an application to evaluating directional predictability (Q288359) (← links)
- Nonparametric inference for quantile cointegrations with stationary covariates (Q2172016) (← links)
- On the predictive risk in misspecified quantile regression (Q2330755) (← links)
- Predictive regression under various degrees of persistence and robust long-horizon regression (Q2453084) (← links)
- On the serial correlation in multi-horizon predictive quantile regression (Q2659974) (← links)
- A new robust inference for predictive quantile regression (Q2697984) (← links)
- Hybrid Quantile Regression Estimation for Time Series Models with Conditional Heteroscedasticity (Q4628022) (← links)
- Mincer–Zarnowitz quantile and expectile regressions for forecast evaluations under aysmmetric loss functions (Q4687627) (← links)
- QUANTILOGRAMS UNDER STRONG DEPENDENCE (Q5112015) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753) (← links)
- Penetrating sporadic return predictability (Q6090551) (← links)
- Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- Robust inference with stochastic local unit root regressors in predictive regressions (Q6108267) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)
- Inference in predictive quantile regressions (Q6664664) (← links)
