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~isPartOf:"Journal of econometrics"
~isPartOf:"Statistical methods & applications : SMA ; journal of the Italian Statistical Society"
~subject:"Bootstrap approach"
~subject:"Predictive regression"
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Bootstrap approach
Predictive regression
Regression analysis
466
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466
Estimation theory
273
Schätztheorie
273
Nichtparametrisches Verfahren
149
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Lee, Ji Hyung
4
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4
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3
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2
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2
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1
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1
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1
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Journal of econometrics
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
CEMMAP working papers / Centre for Microdata Methods and Practice
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Cowles Foundation Discussion Paper
9
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Economics letters
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KBI
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
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Oxford bulletin of economics and statistics
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SFB 649 discussion paper
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Swiss Finance Institute Research Paper
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1
Wild bootstrap inference for penalized quantile regression for longitudinal data
Lamarche, Carlos
;
Parker, Thomas
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1799-1826
Persistent link: https://www.econbiz.de/10014471428
Saved in:
2
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
3
Extensions to IVX methods of inference for return predictability
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-30
Persistent link: https://www.econbiz.de/10014471800
Saved in:
4
Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk
Corradi, Valentina
;
Fosten, Jack
;
Gutknecht, Daniel
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365517
Saved in:
5
Isotonic regression discontinuity designs
Babii, Andrii
;
Kumar, Rohit
- In:
Journal of econometrics
234
(
2023
)
2
,
pp. 371-393
Persistent link: https://www.econbiz.de/10014434339
Saved in:
6
Smoothed quantile regression with large-scale inference
He, Xuming
;
Pan, Xiaoou
;
Tan, Kean Ming
;
Zhou, Wen-Xin
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 367-388
Persistent link: https://www.econbiz.de/10014339967
Saved in:
7
Nonparametric inference for quantile cointegrations with stationary covariates
Tu, Yundong
;
Liang, Han-Ying
;
Wang, Qiying
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 453-482
Persistent link: https://www.econbiz.de/10013464076
Saved in:
8
Testing for episodic predictability in stock returns
Demetrescu, Matei
;
Georgiev, Iliyan
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 85-113
Persistent link: https://www.econbiz.de/10013441625
Saved in:
9
Semiparametric testing with highly persistent predictors
Werker, Bas J. M.
;
Zhou, Bo
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10013442061
Saved in:
10
Simple tests for stock return predictability with good size and power properties
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 198-214
Persistent link: https://www.econbiz.de/10013275372
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