Nonparametric predictive regression
Ioannis Kasparis; Elena Andreou; Peter C. B. Phillips
| Year of publication: |
2015
|
|---|---|
| Authors: | Kasparis, Ioannis ; Andreou, Elena ; Phillips, Peter C. B. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 185.2015, 2, p. 468-494
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| Subject: | Fractional Ornstein-Uhlenbeck process | Functional regression | Nonparametric predictability test | Nonparametric regression | Stock returns | Predictive regression | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Theorie | Theory | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Statistischer Test | Statistical test |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011348962