Does the choice of estimator matter when forecasting returns?
Year of publication: |
2012
|
---|---|
Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 9, p. 2632-2640
|
Publisher: |
Elsevier |
Subject: | Predictive regression | Stock return predictability | Heteroskedasticity | Predictor endogeneity |
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