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Search: subject:"Predictive regression"
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Regressionsanalyse
121
Regression analysis
120
Forecasting model
114
Prognoseverfahren
114
Predictive regression
101
Capital income
87
Kapitaleinkommen
87
Estimation
66
Schätzung
66
Estimation theory
47
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47
predictive regression
39
Theorie
34
Theory
34
Forecast
32
Prognose
32
Börsenkurs
28
Share price
28
Time series analysis
23
Zeitreihenanalyse
23
Statistical test
22
Statistischer Test
22
Capital market returns
18
Kapitalmarktrendite
18
Bootstrap approach
15
Bootstrap-Verfahren
15
Panel
15
Panel study
15
Risikoprämie
15
Risk premium
15
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15
Volatilität
15
Aktienmarkt
12
China
12
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12
Panel data
11
Portfolio selection
10
Portfolio-Management
10
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9
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9
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105
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46
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1
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129
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44
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143
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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
Peng, Liang
6
Andreou, Elena
5
Kasparis, Ioannis
5
Lee, Ji Hyung
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
Magdalinos, Tassos
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
Mazur, Stepan
3
Nguyen, Hoang
3
Pan, Zhiyuan
3
Park, Joon Y.
3
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
Astill, Sam
2
Chen, Ye
2
Chun, Sungju
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
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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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
Econometric reviews
4
Financial Econometics Series
4
Cowles Foundation Discussion Papers
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
CAEPR working papers
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 applied econometrics
2
Journal of financial econometrics
2
Journal of financial economics
2
Journal of financial markets
2
The North American journal of economics and finance : a journal of theory and practice
2
The journal of futures 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
1
Annual Review of Financial Economics
1
Australian Journal of Management
1
BSE working paper : working papers
1
CREATES Research Papers
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ECONIS (ZBW)
134
RePEc
34
EconStor
4
BASE
1
Showing
1
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10
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173
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1
Uniform inference with general autoregressive processes
Magdalinos, Tassos
;
Petrova, Petrova
-
2025
parameters and the space of innovation distribution functions) in autoregressive,
predictive
regression
and local projection …
Persistent link: https://www.econbiz.de/10015448130
Saved in:
2
Sieve bootstrap approach to robust term premia analysis
Hwang, Jungbin
;
Wang, Feifan
-
2025
Persistent link: https://www.econbiz.de/10015474072
Saved in:
3
Regime-specific exchange rate predictability
Beckmann, Joscha
;
Kerkemeier, Marco
;
Kruse-Becher, Robinson
- In:
Journal of economic dynamics & control
176
(
2025
),
pp. 1-35
Persistent link: https://www.econbiz.de/10015556602
Saved in:
4
Bonferroni-type tests for return predictability with possibly trending predictors
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of applied econometrics
40
(
2025
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10015372710
Saved in:
5
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:
6
Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong
;
Li, Shuaibing
;
Zhou, Mingtao
- In:
The North American journal of economics and finance : a …
75
(
2025
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015337993
Saved in:
7
Market returns dormant in options panels
Chang, Yoosoon
;
Choi, Youngmin
;
Kim, Soohun
;
Park, Joon Y.
-
2025
Persistent link: https://www.econbiz.de/10015606630
Saved in:
8
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:
9
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:
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
Saved in:
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