Semi-parametric single-index predictive regression models with cointegrated regressors
Weilun Zhou, Jiti Gao, David Harris, Hsein Kew
| Year of publication: |
2024
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|---|---|
| Authors: | Zhou, Weilun ; Gao, Jiti ; Harris, David ; Kew, Hsein |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ZDB-ID 1460617-3. - Vol. 238.2024, 1, Art.-No. 105577, p. 1-18
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| Subject: | Cointegrated predictors | Hermite orthogonal series | Single-index models | Stock return predictability | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Nichtparametrisches Verfahren | Nonparametric statistics | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2023.105577 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015073842