Showing 1 - 10 of 7,694
Persistent link: https://www.econbiz.de/10001421490
Persistent link: https://www.econbiz.de/10013554939
Persistent link: https://www.econbiz.de/10003679734
Persistent link: https://www.econbiz.de/10011574993
Persistent link: https://www.econbiz.de/10011639021
Persistent link: https://www.econbiz.de/10012030998
Persistent link: https://www.econbiz.de/10012488418
Persistent link: https://www.econbiz.de/10014442587
Persistent link: https://www.econbiz.de/10015073842
Long-horizon regression tests are widely used in empirical finance, despite evidence of severe size distortions. This paper introduces a new bootstrap method for small-sample inference in long-horizon regressions. A Monte Carlo study shows that this bootstrap test has much smaller size...
Persistent link: https://www.econbiz.de/10014072162