Testing for predictability in panels of any time series dimension
Year of publication: |
October-December 2016
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Authors: | Westerlund, Joakim ; Narayan, Paresh Kumar |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 32.2016, 4, p. 1162-1177
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Subject: | Panel data | Predictive regression | Stock return predictability | China | Panel | Panel study | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test | Börsenkurs | Share price | Schätzung | Estimation |
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