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Predictive quantile regression...
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Regression analysis
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109
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75
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45
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40
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40
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39
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39
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37
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36
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35
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32
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31
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31
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31
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30
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30
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30
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29
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29
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29
Claeskens, Gerda
29
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Agricultural Land Markets - Efficiency and Regulation
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Erasmus Research Institute of Management
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Eric Cuvillier <Firma>
2
ISM University of Management and Economics
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Econometric theory
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CEMMAP working papers / Centre for Microdata Methods and Practice
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Applied economics letters
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Journal of the American Statistical Association : JASA
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IZA Discussion Paper
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NBER working paper series
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International journal of forecasting
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Energy economics
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Finance research letters
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European journal of operational research : EJOR
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cowles Foundation discussion paper
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CESifo working papers
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The econometrics journal
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Working paper / National Bureau of Economic Research, Inc.
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Cogent economics & finance
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Computational economics
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Risks : open access journal
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Journal of applied econometrics
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Cowles Foundation Discussion Paper
54
International review of economics & finance : IREF
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4
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1
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:
2
Assessing the idiosyncratic risk and stock returns relation in heteroskedasticity corrected predictive models using quantile regression
Nath, Harmindar B.
;
Brooks, Robert
- In:
International review of economics & finance : IREF
38
(
2015
),
pp. 94-111
Persistent link: https://www.econbiz.de/10011572339
Saved in:
3
A revisit to bias-adjusted predictive regression
Xu, Ke-Li
- In:
Journal of empirical finance
80
(
2025
),
pp. 1-9
Persistent link: https://www.econbiz.de/10015329726
Saved in:
4
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
5
Robust block bootstrap panel predictability tests
Westerlund, Joakim
;
Smeekes, Stephan
-
2013
Persistent link: https://www.econbiz.de/10010199463
Saved in:
6
Robust block bootstrap panel predictability tests
Smeekes, Stephan
;
Westerlund, Joakim
- In:
Econometric reviews
38
(
2019
)
9
,
pp. 1089-1107
Persistent link: https://www.econbiz.de/10012181384
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
Twitter-based market uncertainty and global stock volatility predictability
Ma, Yong
;
Li, Shuaibing
;
Zhou, Mingtao
-
2025
Persistent link: https://www.econbiz.de/10015337993
Saved in:
9
Realized skewness and the short-term predictability for aggregate stock market volatility
Zhang, Zhikai
;
He, Mengxi
;
Zhang, Yaojie
;
Wang, Yudong
- In:
Economic modelling
103
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013163911
Saved in:
10
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:
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