EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Localized drift"
Narrow search

Narrow search

Year of publication
Subject
All
Localized drift 2 Predictive regression 2 Restricted likelihood ratio test 2 Size distortion 2 Estimation theory 1 Forecasting model 1 Prognoseverfahren 1 Regression analysis 1 Regressionsanalyse 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1
more ... less ...
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Type of publication (narrower categories)
All
Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
All
English 1 Undetermined 1
Author
All
Chen, Ye 2 Phillips, Peter C. B. 1 Phillips, Peter C.B. 1
Institution
All
Cowles Foundation for Research in Economics, Yale University 1
Published in...
All
Cowles Foundation Discussion Papers 1 Cowles Foundation discussion paper 1
Source
All
ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
Cover Image
Restricted likelihood ratio tests in predictive regression
Phillips, Peter C. B.; Chen, Ye - 2014
Persistent link: https://www.econbiz.de/10010464129
Saved in:
Cover Image
Restricted Likelihood Ratio Tests in Predictive Regression
Phillips, Peter C.B.; Chen, Ye - Cowles Foundation for Research in Economics, Yale University
drift in the regressor is dominant. A limit theory for the modified REML test is given under a localized drift specification …
Persistent link: https://www.econbiz.de/10011096426
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...