Inference in predictive regression models with persistent regressors
vorgelegt von Benjamin Hillmann, M.Sc. ; Gutachter: Kai Carstensen ; Betreuer: Matei Demetrescu
| Year of publication: |
2021
|
|---|---|
| Authors: | Hillmann, Benjamin |
| Other Persons: | Demetrescu, Matei (degree supervisor) ; Carstensen, Kai (degree supervisor) |
| Institutions: | Christian-Albrechts-Universität zu Kiel (degree granting) |
| Publisher: |
2021: Kiel : Universitätsbibliothek Kiel |
| Subject: | Kapitalmarktrendite | Capital market returns | USA | United States | Schätzung | Estimation | Theorie | Theory | Induktive Statistik | Statistical inference | Gauß-Prozess | Gaussian process | Nichtlineare Regression | Nonlinear regression | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model |
freely available