Predictive regressions : a reduced-bias estimation method
Yakov Amihud and Clifford M. Hurvich
| Year of publication: |
2004
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|---|---|
| Authors: | Amihud, Yakov ; Hurvich, Clifford M. |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 39.2004, 4, p. 813-841
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| Subject: | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Dividende | Dividend |
| 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/10002494982