Non-stationary parametric single-index predictive models : simulation and empirical studies
Ying Zhou, Hsein Kew and Jiti Gao
| Year of publication: |
2023
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|---|---|
| Authors: | Zhou, Ying ; Kew, Hsein ; Gao, Jiti |
| Published in: |
Essays in honor of Joon Y. Park : econometric theory. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-83753-210-0. - 2023, p. 349-365
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| Subject: | Non-linearity | non-stationarity | single-index models | stockreturn predictability | cointegration | constrained least squares estimator | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Kointegration | Cointegration | Simulation | Zeitreihenanalyse | Time series analysis | Kleinste-Quadrate-Methode | Least squares method | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Other identifiers: | 10.1108/S0731-90532023000045A012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014313764