Pages that link to "Item:Q2659974"
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The following pages link to On the serial correlation in multi-horizon predictive quantile regression (Q2659974):
Displaying 4 items.
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
- Using least squares to generate forecasts in regressions with serial correlation (Q3552838) (← links)
- A Unified Inference for Predictive Quantile Regression (Q6567947) (← links)