A Random Coefficient Approach to the Predictability of Stock Returns in Panels
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014_10 6 pages long |
Classification: | C22 - Time-Series Models ; C23 - Models with Panel Data ; G1 - General Financial Markets ; G12 - Asset Pricing |
Source: |
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Westerlund, Joakim,
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Robust block bootstrap panel predictability tests
Westerlund, Joakim, (2013)
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Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim, (2012)
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Westerlund, Joakim,
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Testing for Predictability in Conditionally Heteroskedastic Stock Returns
Westerlund, Joakim,
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On the Importance of the First Observation in GLS Detrending in Unit Root Testing
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