Estimation and inference in predictive regressions
Eiji Kurozumi and Kohei Aono
| Year of publication: |
2013
|
|---|---|
| Authors: | Kurozumi, Eiji ; Aono, Kohei |
| Published in: |
Hitotsubashi journal of economics. - Tokyo : [Verlag nicht ermittelbar], ISSN 0018-280X, ZDB-ID 224143-2. - Vol. 54.2013, 2, p. 231-250
|
| Subject: | near unit root | bias | stock return | jackknife | Kapitaleinkommen | Capital income | Schätzung | Estimation | Einheitswurzeltest | Unit root test | Börsenkurs | Share price | Schätztheorie | Estimation theory | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010343650