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Search: subject:"predictive regression"
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Regressionsanalyse
117
Regression analysis
116
Forecasting model
110
Prognoseverfahren
110
Predictive regression
101
Capital income
85
Kapitaleinkommen
85
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63
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63
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46
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46
predictive regression
38
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33
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33
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31
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31
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28
Share price
28
Time series analysis
22
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22
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21
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21
Capital market returns
18
Kapitalmarktrendite
18
Bootstrap approach
15
Bootstrap-Verfahren
15
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Panel study
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Volatility
15
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126
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139
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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
Rodrigues, Paulo M. M.
3
Tu, Yundong
3
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2
Chen, Ye
2
Chun, Sungju
2
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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
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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
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
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 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
CAEPR working papers
1
CREATES Research Papers
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ECONIS (ZBW)
130
RePEc
34
EconStor
4
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1
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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
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:
3
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:
4
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:
5
Sieve bootstrap approach to robust term premia analysis
Hwang, Jungbin
;
Wang, Feifan
-
2025
Persistent link: https://www.econbiz.de/10015474072
Saved in:
6
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:
7
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:
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
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:
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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