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Search: subject:"unknown persistence"
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Gaussian inference in predictive regressions for stock returns
Demetrescu, Matei
;
Hillmann, Benjamin
-
2025
Persistent link: https://www.econbiz.de/10015339754
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2
Nonlinear predictability of stock returns? : parametric versus nonparametric inference in predictive regressions
Demetrescu, Matei
;
Hillmann, Benjamin
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 382-397
Persistent link: https://www.econbiz.de/10012804123
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Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics Letters
124
(
2014
)
2
,
pp. 269-273
IVX estimation is used increasingly often in predictive regressions with regressors of
unknown
persistence
. While not …
Persistent link: https://www.econbiz.de/10010933300
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Enhancing the local power of IVX-based tests in predictive regressions
Demetrescu, Matei
- In:
Economics letters
124
(
2014
)
2
,
pp. 269-273
Persistent link: https://www.econbiz.de/10010493640
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