Semiparametric single-index predictive regression
Weilun Zhou, Jiti Gao, David Harris, Hsein Kew
| Year of publication: |
September 2, 2019
|
|---|---|
| Authors: | Zhou, Weilun ; Gao, Jiti ; Harris, David ; Kew, Hsein |
| Publisher: |
Cambridge : University of Cambridge, Faculty of Economics |
| Subject: | Predictive regression | Single-index model | Hermite orthogonal estimation | Dual super-consistency rates | Co-moving predictors | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Prognoseverfahren | Forecasting model | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation | Kapitaleinkommen | Capital income |
freely available