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On the nonlinear predictability of stock returns using financial and economic variables
Racine, Jeffrey - In: Journal of business & economic statistics : JBES ; a … 19 (2001) 3, pp. 380-382
Persistent link: https://www.econbiz.de/10001603263
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Feasible cross-validatory model selection for general stationary processes
Racine, Jeffrey - In: Journal of applied econometrics 12 (1997) 2, pp. 169-179
Persistent link: https://www.econbiz.de/10001218279
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Consistent significance testing for nonparametric regression
Racine, Jeffrey - In: Journal of business & economic statistics : JBES ; a … 15 (1997) 3, pp. 369-376
Persistent link: https://www.econbiz.de/10001222709
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Consistent cross-validatory model-selection for dependent data : hv-block cross-validation
Racine, Jeffrey - In: Journal of econometrics 99 (2000) 1, pp. 39-61
Persistent link: https://www.econbiz.de/10001504420
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Feasible resampling for nonparametric Kernel estimators
Racine, Jeffrey - In: Journal of quantitative economics : official journal of … 16 (2000) 2, pp. 19-30
Persistent link: https://www.econbiz.de/10001622465
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"New and improved" direct marketing : a non-parametric approach
Racine, Jeffrey - In: Econometric models in marketing, (pp. 141-164). 2002
Persistent link: https://www.econbiz.de/10001657513
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Nonparametric econometrics : a primer
Racine, Jeffrey - 2008
Persistent link: https://www.econbiz.de/10003670261
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An introduction to the advanced theory of nonparametric econometrics : a replicable approach using R
Racine, Jeffrey - 2019
Persistent link: https://www.econbiz.de/10011977081
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Using R to teach econometrics
Racine, Jeffrey; Hyndman, Rob J. - 2001
Persistent link: https://www.econbiz.de/10001640432
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Entropy and predictability of stock market returns
Maasoumi, Esfandiar; Racine, Jeffrey - In: Journal of econometrics 107 (2002) 1/2, pp. 291-312
Persistent link: https://www.econbiz.de/10001651309