Estimation and inference in predictive regressions
Year of publication: |
2013
|
---|---|
Authors: | Kurozumi, Eiji ; Aono, Kohei |
Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 54.2013, 2, p. 231-250
|
Subject: | near unit root | bias | stock return | jackknife | Schätzung | Estimation | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Einheitswurzeltest | Unit root test | Systematischer Fehler | Bias | Zeitreihenanalyse | Time series analysis |
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