A bootstrap test for predictability of asset returns
Year of publication: |
2020
|
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Authors: | Kim, Jae H. ; Shamsuddin, Abul |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-7
|
Subject: | GLS estimation | Power analysis | Predictive regression | Restricted VAR | Wild bootstrapping | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
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