Robust block bootstrap panel predictability tests
Year of publication: |
2019
|
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Authors: | Smeekes, Stephan ; Westerlund, Joakim |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 38.2019, 9, p. 1089-1107
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Subject: | Block bootstrap | panel data | predictive regression | sequential testing | stock return predictability | weak unit roots | Panel | Panel study | Prognoseverfahren | Forecasting model | Bootstrap-Verfahren | Bootstrap approach | Kapitaleinkommen | Capital income | Theorie | Theory | Schätzung | Estimation |
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