Improved tests for stock return predictability
Year of publication: |
2023
|
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Authors: | Harvey, David I. ; Leybourne, Stephen James ; Taylor, Robert |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 42.2023, 9/10, p. 834-861
|
Subject: | Augmented regression | endogeneity | persistence | predictive regression | weighted statistics | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price |
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