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  • Search: subject:"Lagrange-multipliers test"
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Year of publication
Subject
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Capital income 2 Estimation 2 Estimation theory 2 Forecasting model 2 Kapitaleinkommen 2 Lagrange-multipliers test 2 Prognoseverfahren 2 Regression analysis 2 Regressionsanalyse 2 Schätztheorie 2 Schätzung 2 Statistical test 2 Statistischer Test 2 persistence 2 return predictability 2 Curse of dimensionality 1 Time series analysis 1 Zeitreihenanalyse 1 curse of dimensionality 1 predictive regres-sion 1 predictive regression 1
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Free 1 Undetermined 1
Type of publication
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Article 1 Book / Working Paper 1
Type of publication (narrower categories)
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Arbeitspapier 1 Article in journal 1 Aufsatz in Zeitschrift 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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English 2
Author
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Guo, Junjie 2 Xu, Ke-Li 2
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CAEPR working papers 1 Journal of financial econometrics 1
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ECONIS (ZBW) 2
Showing 1 - 2 of 2
Did you mean: subject:"Lagrange-multiplier test" (136 results)
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A new test for multiple predictive regression
Xu, Ke-Li; Guo, Junjie - In: Journal of financial econometrics 22 (2024) 1, pp. 119-156
Persistent link: https://www.econbiz.de/10014526308
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A new test for multiple predictive regression
Xu, Ke-Li; Guo, Junjie - 2021
Persistent link: https://www.econbiz.de/10012887604
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