A unified predictability test using weighted inference and random weighted bootstrap
Bingduo Yang, Wei Long, Xiaohui Liu, and Liang Peng
| Year of publication: |
2025
|
|---|---|
| Authors: | Yang, Bingduo ; Long, Wei ; Liu, Xiaohui ; Peng, Liang |
| Subject: | predictive regression | random weighted bootstrap | unified test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbaf003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015339749