Semiparametric testing with highly persistent predictors
Bas J.M. Werker, Bo Zhou
| Year of publication: |
2022
|
|---|---|
| Authors: | Werker, Bas J. M. ; Zhou, Bo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 227.2022, 2, p. 347-370
|
| Subject: | Predictive regression | Limit experiment | LABF | Maximal invariant | Rank statistics | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Prognoseverfahren | Forecasting model | Experiment | Ranking-Verfahren | Ranking method | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2021.03.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442061