A unified predictability test using weighted inference and random weighted bootstrap
Bingduo Yang, Wei Long, Xiaohui Liu, and Liang Peng
| Year of publication: |
2025
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|---|---|
| Authors: | Yang, Bingduo ; Long, Wei ; Liu, Xiaohui ; Peng, Liang |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 23.2025, 2, Art.-No. nbaf003, p. 1-31
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| Subject: | predictive regression | random weighted bootstrap | unified test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
| 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