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Nonparametric predictive regression

by Ioannis Kasparis, Elena Andreou and Peter C. B. Phillips
Year of publication:
2012
Authors: Kasparis, Ioannis ; Andreou, Elena ; Phillips, Peter C. B.
Publisher: New Haven, Conn. : Cowles Foundation for Research in Economics, Yale Univ.
Subject: Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Statistischer Test | Statistical test | Theorie | Theory | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | USA | United States
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