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  • Search: subject:"Predictive regression"
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Year of publication
Subject
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Regressionsanalyse 115 Regression analysis 114 Forecasting model 109 Prognoseverfahren 109 Predictive regression 100 Capital income 84 Kapitaleinkommen 84 Estimation 63 Schätzung 63 Estimation theory 46 Schätztheorie 46 predictive regression 36 Theorie 32 Theory 32 Forecast 31 Prognose 31 Börsenkurs 28 Share price 28 Time series analysis 22 Zeitreihenanalyse 22 Statistical test 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 Stock market 12 Panel data 11 Portfolio selection 10 Portfolio-Management 10 Endogeneity 9 Stock return predictability 9
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Online availability
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Undetermined 102 Free 42 CC license 1
Type of publication
All
Article 125 Book / Working Paper 41
Type of publication (narrower categories)
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Article in journal 111 Aufsatz in Zeitschrift 111 Working Paper 19 Arbeitspapier 17 Graue Literatur 17 Non-commercial literature 17 Conference paper 2 Konferenzbeitrag 2 Article 1 Thesis 1
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Language
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English 136 Undetermined 30
Author
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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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Institution
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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 Department of Economics, Faculty of Economic and Management Sciences 2 Department of Economics, College of Business and Economics 1 Department of Economics, University of California-Riverside 1 EconWPA 1 Economics Department, Queen's University 1 Institute of Economic Research, Hitotsubashi University 1 Nationalekonomiska institutionen, Handelshögskolan 1 Research Institute for Market Economy, Sogang University 1 School of Economics and Management, University of Aarhus 1 University of Cyprus Department of Economics 1
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Published in...
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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 Department of Economics working paper series 1
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Source
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ECONIS (ZBW) 128 RePEc 34 EconStor 3 BASE 1
Showing 1 - 10 of 166
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Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong; Li, Shuaibing; Zhou, Mingtao - 2025
Persistent link: https://www.econbiz.de/10015337993
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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
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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
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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
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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
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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
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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
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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
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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
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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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