Pages that link to "Item:Q528008"

The following pages link to Persistence-robust surplus-lag Granger causality testing (Q528008):

Displaying 9 items.

• Instrumental variable and variable addition based inference in predictive regressions (Q494409) (← links)
• The uniform validity of impulse response inference in autoregressions (Q2182136) (← links)
• Robust inference for spurious regressions and cointegrations involving processes moderately deviated from a unit root (Q2227074) (← links)
• A new robust inference for predictive quantile regression (Q2697984) (← links)
• Partial unit root and surplus-lag Granger causality testing: A Monte Carlo simulation study (Q4606471) (← links)
• CONSISTENT LOCAL SPECTRUM INFERENCE FOR PREDICTIVE RETURN REGRESSIONS (Q5059135) (← links)
• Extensions to IVX methods of inference for return predictability (Q6090572) (← links)
• Transformed regression-based long-horizon predictability tests (Q6090579) (← links)
• A practical multivariate approach to testing volatility spillover (Q6094458) (← links)