Robust block bootstrap panel predictability tests
Stephan Smeekes and Joakim Westerlund
| Year of publication: |
2019
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|---|---|
| Authors: | Smeekes, Stephan ; Westerlund, Joakim |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 9, p. 1089-1107
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| Subject: | Block bootstrap | panel data | predictive regression | sequential testing | stock return predictability | weak unit roots | Panel | Panel study | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2018.1536102 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012181384