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~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper"
~person:"Rodrigues, Paulo M. M."
~subject:"Forecasting model"
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Forecasting model
Prognoseverfahren
4
Regression analysis
4
Regressionsanalyse
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Capital income
3
Endogeneity
3
Estimation theory
3
Kapitaleinkommen
3
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(Un)conditional heteroskedasticity
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IVX estimation
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Rodrigues, Paulo M. M.
Lee, Ji Hyung
5
Taylor, Robert
5
Demetrescu, Matei
4
Cai, Zongwu
3
Georgiev, Iliyan
3
Corradi, Valentina
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Tu, Yundong
2
Valkanov, Rossen I.
2
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1
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1
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:
2
Transformed regression-based long-horizon predictability tests
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
;
Taylor, Robert
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-37
Persistent link: https://www.econbiz.de/10014471812
Saved in:
3
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:
4
Residual-augmented IVX predictive regression
Demetrescu, Matei
;
Rodrigues, Paulo M. M.
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 429-460
Persistent link: https://www.econbiz.de/10013442118
Saved in:
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