Empirical likelihood-based unified confidence region for a predictive regression model-Reference-Cited by-同舟云学术

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Empirical likelihood-based unified confidence region for a predictive regression model

Published:2019-10-03 Issue: Volume: Page:1-18
ISSN:0361-0918
Container-title:Communications in Statistics - Simulation and Computation
language:en
Short-container-title:Communications in Statistics - Simulation and Computation

Author:

Liu Xiaohui¹²,Liu Yuzi¹²,Lu Fucai³

Affiliation:

1. School of Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi, China;

2. Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi, China;

3. School of Business Administration, Jiangxi University of Finance and Economics, Nanchang, Jiangxi, China

Publisher

Informa UK Limited

Subject

Modelling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610918.2019.1670841

Reference17 articles.

1. Predictive Regressions: A Reduced-Bias Estimation Method

2. Testing predictive regression models with nonstationary regressors

3. Efficient tests of stock return predictability☆

4. TOWARD A UNIFIED INTERVAL ESTIMATION OF AUTOREGRESSIONS

5. Enhancing the local power of IVX-based tests in predictive regressions

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Towards a unified test for the intercept of autoregressive models;Journal of Applied Statistics;2024-05-21

2. A Unified Test for the AR Error Structure of an Autoregressive Model;Axioms;2022-12-01

3. Testing the Intercept of a Balanced Predictive Regression Model;Entropy;2022-11-02

4. A Bayesian paradigm in a large class of Lévy-driven CARMA models for high frequency data;Communications in Statistics - Simulation and Computation;2022-04-04

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