Predictive regression with order-p autoregressive predictors
Year of publication: |
2010
|
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Authors: | Amihud, Yakov ; Hurvich, Clifford M. ; Wang, Yi |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 17.2010, 3, p. 513-525
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Subject: | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Kapitaleinkommen | Capital income | Prognose | Forecast | Autokorrelation | Autocorrelation |
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