Panel multi-predictor test procedures with an application to emerging market sovereign risk
Year of publication: |
September 2016
|
---|---|
Authors: | Westerlund, Joakim ; Thuraisamy, Kannan Sivananthan |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 28.2016, p. 44-60
|
Subject: | Panel data | Predictive regression | Multiple predictors | Sovereign credit risk | Credit default swap | Panel | Panel study | Kreditrisiko | Credit risk | Kreditderivat | Credit derivative | Länderrisiko | Country risk | Schwellenländer | Emerging economies | Öffentliche Anleihe | Public bond | Regressionsanalyse | Regression analysis | Welt | World | Schätzung | Estimation |
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