Unified tests for a dynamic predictive regression
Bingduo Yang, Xiaohui Liu, Liang Peng, and Zongwu Cai
| Year of publication: |
2021
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|---|---|
| Authors: | Yang, Bingduo ; Liu, Xiaohui ; Peng, Liang ; Cai, Zongwu |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 39.2021, 3, p. 684-699
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| 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 |
| 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