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Search: subject:"Predictive regression"
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Regressionsanalyse
25
Regression analysis
24
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20
Prognoseverfahren
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Predictive regression
18
Capital income
15
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15
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predictive regression
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9
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7
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6
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local-to-unity
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Harvey, David I.
3
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3
Magdalinos, Tassos
3
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3
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3
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3
Phillips, Peter C.B.
3
Taylor, Robert
3
Andreou, Elena
2
Astill, Sam
2
Cai, Zongwu
2
Chen, Ye
2
Chun, Sungju
2
Gao, Jiti
2
Harris, David
2
Hillebrand, Eric
2
Kasparis, Ioannis
2
Kew, Hsein
2
Kiss, Tamás
2
Lee, Tae-Hwy
2
Maynard, Alex
2
Mazur, Stepan
2
Nguyen, Hoang
2
Petrova, Katerina
2
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2
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2
Bannigidadmath, Deepa
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Institute of Economic Research, Hitotsubashi University
1
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1
European journal of operational research : EJOR
1
Financial markets, institutions & instruments
1
GSBE research memoranda
1
Global Business & Finance Review (GBFR)
1
Global business and finance review
1
Hi-Stat Discussion Paper Series
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Queen's Economics Department Working Paper
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Staff reports / Federal Reserve Bank of New York
1
The North American journal of economics and finance : a journal of theory and practice
1
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1
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1
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Working paper / Department of Econometrics and Business Statistics, Monash University
1
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ECONIS (ZBW)
27
RePEc
11
EconStor
3
BASE
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1
Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong
;
Li, Shuaibing
;
Zhou, Mingtao
-
2025
Persistent link: https://www.econbiz.de/10015337993
Saved in:
2
Uniform inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Petrova
-
2025
space of innovation distribution functions) in autoregressive,
predictive
regression
and local projection models, thereby …
Persistent link: https://www.econbiz.de/10015396070
Saved in:
3
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
-
2025
Persistent link: https://www.econbiz.de/10015372710
Saved in:
4
Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries
Pick Schen Yip
;
Wee, Yeap Lau
;
Brooks, Robert
- In:
The North American journal of economics and finance : a …
74
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10015134969
Saved in:
5
Can financial uncertainty forecast aggregate stock market returns?
Henry, Ólan Thomas John
;
Kerestecioglu, Semih
;
Pybis, Sam
- In:
Financial markets, institutions & instruments
33
(
2024
)
2
,
pp. 91-111
Persistent link: https://www.econbiz.de/10014532257
Saved in:
6
Self-weighted estimation for local unit root regression with applications
Hu, Zhishui
;
Liu, Nan
;
Phillips, Peter C. B.
;
Wang, Qiying
-
2024
Persistent link: https://www.econbiz.de/10015076938
Saved in:
7
Out-of-sample predictability in predictive regressions with many predictor candidates
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
40
(
2024
)
3
,
pp. 1166-1178
Persistent link: https://www.econbiz.de/10014547266
Saved in:
8
Global uncertainty and economic growth : evidence from pandemic periods
Bannigidadmath, Deepa
;
Ridhwan, Mha
;
Indawan, Fiskara
- In:
Emerging markets, finance & trade : a journal of the …
60
(
2024
)
2
,
pp. 345-357
Persistent link: https://www.econbiz.de/10014513840
Saved in:
9
Bonferroni type tests for return predictability and the initial condition
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 499-515
Persistent link: https://www.econbiz.de/10015053422
Saved in:
10
Unexpected opportunities in misspecified predictive regressions
Coqueret, Guillaume
;
Deguest, Romain
- In:
European journal of operational research : EJOR
318
(
2024
)
2
,
pp. 686-700
Persistent link: https://www.econbiz.de/10015048042
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