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Search: subject:"iVX"
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Forecasting model
15
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15
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15
Regressionsanalyse
15
Estimation theory
12
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12
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11
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IVX
8
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8
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6
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6
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5
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4
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Phillips, Peter C. B.
9
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4
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2
Fei, Yijie
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2
Rodrigues, Paulo M. M.
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Liu, Nan
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1
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Phillips, Peter C.B.
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Tang, Yeran
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Journal of econometrics
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ECONIS (ZBW)
20
RePEc
1
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1
Robust inference for time varying predictability : a Sieve-
IVX
approach
Liu, Nan
;
Liu, Yanbo
;
Phillips, Peter C. B.
;
Zhang, Yajie
-
2025
Persistent link: https://www.econbiz.de/10015417401
Saved in:
2
U.S. presidential approval and the macroeconomy : 1960-2022
Coggin, T. Daniel
-
2025
Persistent link: https://www.econbiz.de/10015371891
Saved in:
3
A joint test of predictability and structural break in predictive regressions
Fei, Yijie
- In:
Empirical economics : a quarterly journal of the …
67
(
2024
)
3
,
pp. 985-1013
Persistent link: https://www.econbiz.de/10015141902
Saved in:
4
On
IVX
-based structural break tests in univariate predictive regressions
Fei, Yijie
- In:
Applied economics letters
31
(
2024
)
16
,
pp. 1535-1545
Persistent link: https://www.econbiz.de/10015075480
Saved in:
5
Reassessing growth vulnerability
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Journal of applied econometrics
39
(
2024
)
1
,
pp. 225-234
Persistent link: https://www.econbiz.de/10014471730
Saved in:
6
Robust inference with stochastic local unit root regressors in predictive regressions
Liu, Yanbo
;
Phillips, Peter C. B.
-
2021
Persistent link: https://www.econbiz.de/10012807748
Saved in:
7
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 159-186
Persistent link: https://www.econbiz.de/10014287818
Saved in:
8
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:
9
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:
10
Diagnosing housing fever with an econometric thermometer
Shi, Shuping
;
Phillips, Peter C. B.
-
2020
Persistent link: https://www.econbiz.de/10012320626
Saved in:
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