Benjamin Hillmann
Biographic Data
| ID | 4172220 |
|---|---|
| NAME | Benjamin Hillmann |
| GIVEN NAMES | Benjamin |
| FAMILY NAME | Hillmann |
| SIGNATURE | HILLMANN B |
| AFFILIATIONS | Institute for Statistics and Econometrics, Christian-Albrechts-University of Kiel, Kiel, Germany |
| ORCID | 0000-0001-9292-8516 |
| VERIFIED | Yes |
| TOTAL WORKS | 3 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 3 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2019 |
| LATEST PUBLICATION YEAR | 2022 |
| H-INDEX | 0 |
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
Nonparametric test procedures in predictive regressions have χ2 limiting null distributions under both low and high regressor persistence, but low local power compared to misspecified linear predictive regressions. We argue that IV inference is better suited (in terms of local power) for analyzing additive predictive models with uncertain predictor persistence. Then, a two-step procedure is proposed for out-of-sample predictions. For the current …
Computerspiele als virtuelles Jugendzentrum
Reproducible, interactive, scalable and extensible microbiome data science using Qiime 2
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Reproducible, interactive, scalable and extensible microbiome data science using Qiime 2
Nonlinear Predictability of Stock Returns? Parametric Versus Nonparametric Inference in Predictive Regressions
Nonparametric test procedures in predictive regressions have χ2 limiting null distributions under both low and high regressor persistence, but low local power compared to misspecified linear predictive regressions. We argue that IV inference is better suited (in terms of local power) for analyzing additive predictive models with uncertain predictor persistence. Then, a two-step procedure is proposed for out-of-sample predictions. For the current …
Computerspiele als virtuelles Jugendzentrum
Computer Science (2 works) · Art (1 works) · Artificial Intelligence (1 works) · Bioinformatics (1 works) · Biology (1 works) · Computational biology (1 works) · Data science (1 works) · Database (1 works) · Digital Games and Media (1 works) · Econometrics (1 works)