Predictive regression : an improved augmented regression method
Year of publication: |
2014
|
---|---|
Authors: | Kim, Jae H. |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 26.2014, p. 13-25
|
Subject: | Financial ratios | Forecasting | Return predictability | Stationarity-correction | Statistical power | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Betriebliche Kennzahl | Financial ratio | Schätzung | Estimation | Prognose | Forecast | Börsenkurs | Share price |
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