Search results
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Title
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Interval Estimation for Semiparametric Predictive Regression
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Author
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Hong, Shaoxin
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Date Created
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2018
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Subjects--Topical
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Statistics
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Description
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Predictive regression is an important research topic in financial econometrics. Various estimation methods have been proposed for it, but they suffer from complicated asymptotic limits which depend on whether or not the predicting variable is stat...