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Search: subject:"Predictive regression"
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Regressionsanalyse
115
Regression analysis
114
Forecasting model
109
Prognoseverfahren
109
Predictive regression
100
Capital income
84
Kapitaleinkommen
84
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63
Schätzung
63
Estimation theory
46
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46
predictive regression
36
Theorie
32
Theory
32
Forecast
31
Prognose
31
Börsenkurs
28
Share price
28
Time series analysis
22
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22
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21
Statistischer Test
21
Capital market returns
18
Kapitalmarktrendite
18
Panel
15
Panel study
15
Volatility
15
Volatilität
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Risikoprämie
13
Risk premium
13
Aktienmarkt
12
China
12
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12
Panel data
11
Portfolio selection
10
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10
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9
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102
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42
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1
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125
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41
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19
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136
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Westerlund, Joakim
17
Narayan, Paresh Kumar
16
Wang, Yudong
10
Taylor, Robert
9
Phillips, Peter C. B.
8
Cai, Zongwu
7
Gupta, Rangan
7
Harvey, David I.
6
Leybourne, Stephen James
6
Andreou, Elena
5
Kasparis, Ioannis
5
Lee, Ji Hyung
5
Peng, Liang
5
Phillips, Peter C.B.
5
Sharma, Susan Sunila
5
Wu, Chongfeng
5
Yang, Bingduo
5
Bannigidadmath, Deepa
4
Demetrescu, Matei
4
Georgiev, Iliyan
4
Liu, Xiaohui
4
Maynard, Alex
4
McGurk, Zachary
4
Modise, Mampho P.
4
Nowak, Adam
4
Xu, Ke-Li
4
Karabiyik, Hande
3
Kim, Jae H.
3
Kiss, Tamás
3
Liu, Li
3
Magdalinos, Tassos
3
Mazur, Stepan
3
Nguyen, Hoang
3
Pan, Zhiyuan
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Astill, Sam
2
Chen, Ye
2
Chun, Sungju
2
Dai, Zhifeng
2
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Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
4
Cowles Foundation for Research in Economics, Yale University
3
C.E.P.R. Discussion Papers
2
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2
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1
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1
EconWPA
1
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1
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1
Nationalekonomiska institutionen, Handelshögskolan
1
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1
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1
University of Cyprus Department of Economics
1
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Journal of econometrics
18
Journal of empirical finance
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Energy economics
5
Finance research letters
5
Journal of international financial markets, institutions & money
5
Pacific-Basin finance journal
5
Financial Econometics Series
4
Cowles Foundation Discussion Papers
3
Econometric reviews
3
Economic modelling
3
International journal of forecasting
3
Journal of Econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
3
Applied economics letters
2
CEPR Discussion Papers
2
Cowles Foundation discussion paper
2
Economic Modelling
2
Economics letters
2
Emerging markets review
2
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
European journal of operational research : EJOR
2
International review of financial analysis
2
Journal of financial economics
2
Journal of financial markets
2
Working Papers / Department of Economics, Faculty of Economic and Management Sciences
2
Working papers / Department of Economics, West Virginia University
2
Working papers series in theoretical and applied economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Annual Review of Financial Economics
1
Australian Journal of Management
1
BSE working paper : working papers
1
CAEPR working papers
1
CREATES Research Papers
1
Cahier de recherches / Faculté des Sciences Economiques et Sociales, Hautes Etudes Commerciales, Université de Genève
1
Cambridge working papers in economics
1
Cambridge-INET working papers
1
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ECONIS (ZBW)
128
RePEc
34
EconStor
3
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1
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31
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166
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31
Machine learning for US cross-industry return predictability under information uncertainty
Awijen, Haithem
;
Zaied, Younes Ben
;
Ben Lahouel, Bechir
; …
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279809
Saved in:
32
Forecasting Chinese macroeconomy with volatility connectedness of financial institutions
Wang, Dan
;
Huang, Wei-Qiang
- In:
Emerging markets, finance & trade : a journal of the …
59
(
2023
)
6
,
pp. 1797-1817
Persistent link: https://www.econbiz.de/10014290322
Saved in:
33
Forecasting swap rate volatility with information from swaptions
Liu, Xiaoxi
;
Xie, Jinming
- In:
The journal of futures markets
43
(
2023
)
4
,
pp. 455-479
Persistent link: https://www.econbiz.de/10014293114
Saved in:
34
Testing for structural change of
predictive
regression
model to threshold
predictive
regression
model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 228-240
Persistent link: https://www.econbiz.de/10013540808
Saved in:
35
Penetrating sporadic return predictability
Tu, Yundong
;
Xie, Xinling
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471472
Saved in:
36
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:
37
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:
38
Testing for structural change of
predictive
regression
model to threshold
predictive
regression
model
Zhu, Fukang
;
Liu, Mengya
;
Ling, Shiqing
;
Cai, Zongwu
-
2020
Persistent link: https://www.econbiz.de/10012425329
Saved in:
39
Semiparametric single-index
predictive
regression
Zhou, Weilun
;
Gao, Jiti
;
Harris, David
;
Kew, Hsein
-
2019
Persistent link: https://www.econbiz.de/10012703312
Saved in:
40
Stock returns and investor sentiment : textual analysis and social media
McGurk, Zachary
;
Nowak, Adam
;
Hall, Joshua C.
-
2019
Persistent link: https://www.econbiz.de/10012390777
Saved in:
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