High-Dimensional Predictive Regression in the Presence of Cointegration
Year of publication: |
2019
|
---|---|
Authors: | Koo, Bonsoo |
Other Persons: | Anderson, Heather M. (contributor) ; Seo, Myung Hwan (contributor) ; Yao, Wenying (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Theorie | Theory |
Extent: | 1 Online-Ressource (46 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments October 12, 2016 erstellt |
Other identifiers: | 10.2139/ssrn.2851677 [DOI] |
Classification: | C13 - Estimation ; C22 - Time-Series Models ; G12 - Asset Pricing ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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