A Unified test for the Intercept of a Predictive Regression Model*-Reference-Cited by-同舟云学术

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A Unified test for the Intercept of a Predictive Regression Model*

Published:2020-10-06 Issue:2 Volume:83 Page:571-588
ISSN:0305-9049
Container-title:Oxford Bulletin of Economics and Statistics
language:en
Short-container-title:Oxf Bull Econ Stat

Author:

Liu Xiaohui¹,Liu Yuzi¹,Rao Yao²,Lu Fucai³

Affiliation:

1. School of Statistics Jiangxi University of Finance and Economics Nanchang Jiangxi330013China

2. Department of Economics Management School The University of Liverpool Liverpool L69 72HUK

3. School of Business Administration Jiangxi University of Finance and Economics Nanchang Jiangxi330013China

Publisher

Wiley

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1111/obes.12408

Reference25 articles.

1. Regular variation of GARCH processes

2. Investor Sentiment and the Cross-Section of Stock Returns

3. Investor Sentiment in the Stock Market

4. Global, local, and contagious investor sentiment

5. Testing predictive regression models with nonstationary regressors

Cited by 2 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. Testing serial correlation in a general d-factor model with possible infinite variance;Journal of Applied Statistics;2023-07-08

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

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