Robust Econometric Inference for Predictive Regressions
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May 8, 2021 - R
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predictive-regressions
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Unified Statistical Inference with General Autoregressive Roots (R package)
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Dec 11, 2022 - R
This course delves into financial forecasting, covering predictive regression, multi-horizon models, and principal components for improved accuracy, with a focus on rigorous out-of-sample analysis.
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Feb 2, 2025 - MATLAB
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