A bootstrap test for predictability of asset returns
Jae H. Kim, Abul Shamsuddin
| Year of publication: |
2020
|
|---|---|
| Authors: | Kim, Jae H. ; Shamsuddin, Abul |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 35.2020, p. 1-7
|
| Subject: | GLS estimation | Power analysis | Predictive regression | Restricted VAR | Wild bootstrapping | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Schätzung | Estimation | Kleinste-Quadrate-Methode | Least squares method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.09.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012438374