Robust block bootstrap panel predictability tests
Joakim Westerlund; Stephan Smeekes
| Year of publication: |
2013
|
|---|---|
| Authors: | Westerlund, Joakim ; Smeekes, Stephan |
| Publisher: |
Maastricht |
| Subject: | Panel data | Predictive regression | Stock return predictability | Sequential testing | Block bootstrap | Panel | Panel study | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Theorie | Theory | Statistischer Test | Statistical test |
| Extent: | Online-Ressource (42 S.) |
|---|---|
| Series: | GSBE research memoranda. - Maastricht : [Verlag nicht ermittelbar], ISSN 2666-8807, ZDB-ID 2714297-8. - Vol. 13/060 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C22 - Time-Series Models ; C23 - Models with Panel Data ; G1 - General Financial Markets ; G12 - Asset Pricing |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010199463