ESTIMATION AND INFERENCE IN PREDICTIVE REGRESSIONS
Year of publication: |
2013
|
---|---|
Authors: | KUROZUMI, EIJI ; AONO, KOHEI |
Published in: |
Hitotsubashi Journal of Economics. - Graduate School of Economics. - Vol. 54.2013, 2, p. 231-250
|
Publisher: |
Graduate School of Economics |
Subject: | near unit root | bias | stock return | jackknife |
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