A new test for multiple predictive regression

Ke-Li Xu and Junjie Guo

Year of publication:	2024
Authors:	Xu, Ke-Li ; Guo, Junjie
Subject:	curse of dimensionality \| Lagrange-multipliers test \| persistence \| predictive regression \| return predictability \| Prognoseverfahren \| Forecasting model \| Regressionsanalyse \| Regression analysis \| Kapitaleinkommen \| Capital income \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Statistischer Test \| Statistical test \| Zeitreihenanalyse \| Time series analysis

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