Assessing the power of long-horizon predictive tests in models of bull and bear markets

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Essays in honor of Peter C. B. Phillips
1. Verfasser: Maynard, Alex (VerfasserIn)
Weitere Verfasser: Ren, Dongmeng (VerfasserIn)
Format: UnknownFormat
Sprache:eng
Veröffentlicht: 2014
Schlagworte:
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Titel Jahr Verfasser
Efficient estimation and inference for difference-in-difference regressions with persistent errors 2014 Greenaway-McGrevy, Ryan
Limit theory and inference about conditional distributions 2014 Tuvaandorj, Purevdorj
Assessing the power of long-horizon predictive tests in models of bull and bear markets 2014 Maynard, Alex
Asymptotic moments of autoregressive estimators with a near unit root and minimax risk 2014 Hansen, Bruce E.
Moment approximation for least-squares estimator in first-order regression models with unit root and nonnormal errors 2014 Bao, Yong
On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous 2014 Kiviet, J. F.
Testing for cointegration in Markov switching error correction models 2014 Hu, Liang
Stable limit theory for the variance targeting estimator 2014 Vaynman, Igor
Idiosyncratic volatility, expected windfall, and the cross-section of stock returns 2014 Wan, Chi
Fixed-smoothing asymptotics and asymptotic F and t tests in the presence of strong autocorrelation 2014 Sun, Yixiao
On the size distortion from linearly interpolating low-frequency series for cointegration tests 2014 Ghysels, Eric
Specification testing in parametric trending models with unknown errors 2014 Gao, Jiti
Test of hypotheses in a time trend panel data model with serially correlated error component disturbances 2014 Baltagi, Badi H.
Deviance information criterion for comparing VAR models 2014 Zeng, Tao
Panel macroeconometric modeling 2014 Hsiao, Cheng
Mean average estimation of dynamic panel models with nonstationary initial condition 2014 Chao, John C.
A cusum test for common trends in large heterogeneous panels 2014 Hidalgo, Javier
Testing the equality of two positive-definite matrices with application to information matrix testing 2014 Cho, Jin Seo
Minimax estimation of nonregular parameters and discontinuity in minimax risk 2014 Song, Kyungchul
The gap between the conditional wage distributions of incumbents and the newly hired employees : decomposition and uniform ordering 2014 Maasoumi, Esfandiar
Alle Artikel auflisten