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  • Search: subject:"Embedded endogeneity"
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Year of publication
Subject
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Embedded endogeneity 2 Estimation 2 Estimation theory 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Schätzung 2 Auxiliary regressor 1 Forecasting model 1 Highly persistent predictor 1 Locally stationary process 1 Multiple regression 1 Parameter stability test 1 Predictive quantile regression 1 Profile likelihood estimation 1 Prognoseverfahren 1 Robust 1 Robust statistics 1 Robustes Verfahren 1 Stochastic process 1 Stochastischer Prozess 1 Time series analysis 1 Time-varying persistence 1 Weighted estimator 1 Zeitreihenanalyse 1
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Undetermined 2
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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English 2
Author
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Cai, Zongwu 1 Chen, Haiqiang 1 Liao, Xiaosai 1 Yan, Yayi 1 Yu, Deshui 1
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Journal of econometrics 1 Journal of empirical finance 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
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A system of time-varying models for predictive regressions
Yu, Deshui; Yan, Yayi - In: Journal of empirical finance 82 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015432882
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A new robust inference for predictive quantile regression
Cai, Zongwu; Chen, Haiqiang; Liao, Xiaosai - In: Journal of econometrics 234 (2023) 1, pp. 227-250
Persistent link: https://www.econbiz.de/10014364804
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