Inference in predictive quantile regressions (Q6664664)
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scientific article; zbMATH DE number 7968528
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference in predictive quantile regressions |
scientific article; zbMATH DE number 7968528 |
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Inference in predictive quantile regressions (English)
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16 January 2025
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local-to-unity
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quantile regression
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Bonferroni method
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predictability
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stock return
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