Nonparametric testing for long-horizon predictability with persistent covariates (Q5419470)
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scientific article; zbMATH DE number 6302033
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Nonparametric testing for long-horizon predictability with persistent covariates |
scientific article; zbMATH DE number 6302033 |
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Nonparametric testing for long-horizon predictability with persistent covariates (English)
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6 June 2014
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long-horizon predictability
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nonparametric estimator
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sieve bootstrap
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