A unified predictability test using weighted inference and random weighted bootstrap
Year of publication: |
2025
|
---|---|
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
|
Subject: | predictive regression | random weighted bootstrap | unified test | Bootstrap-Verfahren | Bootstrap approach | Theorie | Theory | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test |
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