A unified test for predictability of asset returns regardless of properties of predicting variables
Xiaohui Liu, Bingduo Yang, Zongwu Cai, Liang Peng
| Year of publication: |
2019
|
|---|---|
| Authors: | Liu, Xiaohui ; Yang, Bingduo ; Cai, Zongwu ; Peng, Liang |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 208.2019, 1, p. 141-159
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| Subject: | Empirical likelihood | Predictive regression | Weighted score | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Schätztheorie | Estimation theory | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.09.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012139823