Unified tests for a dynamic predictive regression
Bingduo Yang, Xiaohui Liu, Liang Peng, and Zongwu Cai
| Year of publication: |
2021
|
|---|---|
| Authors: | Yang, Bingduo ; Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu |
| Subject: | Autoregressive errors | Empirical likelihood | IVX test procedure | Predictive regression | Weighted score | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2020.1714632 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012588007