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On confidence intervals for autoregressive roots and predictive regression
Phillips, Peter C. B. - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 3, pp. 1177-1195
Persistent link: https://www.econbiz.de/10010506470
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Forecasting crashes : correlated fund flows and skewness in stock returns
Gong, Xun; Lin, Chunmei; Zwinkels, Remco C. J. - In: Journal of financial econometrics : official journal of … 15 (2017) 1, pp. 36-61
Persistent link: https://www.econbiz.de/10011658736
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A practical two-step method for testing moment inequalities
Romano, Joseph P.; Shaikh, Azeem M.; Wolf, Michael - In: Econometrica : journal of the Econometric Society, an … 82 (2014) 5, pp. 1979-2002
Persistent link: https://www.econbiz.de/10011556973
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A reality check for data snooping
White, Halbert - In: Econometrica : journal of the Econometric Society, an … 68 (2000) 5, pp. 1097-1126
Persistent link: https://www.econbiz.de/10001510571
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The model confidence set
Hansen, Peter Reinhard; Lunde, Asger; Nason, James Michael - In: Econometrica : journal of the Econometric Society, an … 79 (2011) 2, pp. 453-497
Persistent link: https://www.econbiz.de/10009124290
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Reexamining the profitability of technical analysis with data snooping checks
Hsu, Po-Hsuan; Kuan, Chung-ming - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 606-628
Persistent link: https://www.econbiz.de/10003154315