Uniform test for predictive regression with AR errors
Chenxue Li, Deyuan Li, Liang Peng
| Year of publication: |
January 2017
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|---|---|
| Authors: | Li, Chenxue ; Li, Deyuan ; Peng, Liang |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 29-39
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| Subject: | AR errors | Empirical likelihood | Jackknife empirical likelihood | Predictive regression | Weighted score | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Statistischer Fehler | Statistical error | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1052460 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704097