Similar Search Results

Measuring skewness premia

Langlois, Hugues - 2018

in explaining expected stock returns. Using a large number of predictors, we forecast the cross-sectional ranks of …

Persistent link: https://www.econbiz.de/10012111147

Robust block bootstrap panel predictability tests

Westerlund, Joakim; Smeekes, Stephan - 2013

Persistent link: https://www.econbiz.de/10010199463

Robust inference for diffusion-index forecasts with cross-sectionally dependent data

Kim, Min Seong - 2021

Persistent link: https://www.econbiz.de/10012593573

Bond return predictability : evidence from 25 OECD countries

Devpura, Neluka; Narayan, Paresh Kumar; Sharma, Susan Sunila - In: Journal of international financial markets, … 75 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012820862

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

Testing for predictability in panels with general predictors

Westerlund, Joakim; Karabiyik, Hande; Narayan, Paresh Kumar - In: Journal of applied econometrics 32 (2017) 3, pp. 554-574

Persistent link: https://www.econbiz.de/10011694742

Testing for predictability in panels of any time series dimension

Westerlund, Joakim; Narayan, Paresh Kumar - In: International journal of forecasting 32 (2016) 4, pp. 1162-1177

Persistent link: https://www.econbiz.de/10011622121

Analysts' forecast dispersion and stock returns : a panel threshold regression analysis based on conditional limited market participation hypothesis

Li, Leon; Chen, Carl R. - In: Finance research letters 18 (2016), pp. 100-107

Persistent link: https://www.econbiz.de/10011656802

Distribution free estimation of spatial autoregressive binary choice panel data models

Arduini, Tiziano - 2016

) heteroskedasticity and autocorrelation. Without imposing any parametric structure on the error terms, we consider the semiparametric …

Persistent link: https://www.econbiz.de/10011705647

Smoothed Spatial Maximum Score Estimation of Spatial Autoregressive Binary Choice Panel Models

Lei, Jinghua - 2013

This paper considers spatial autoregressive (SAR) binary choice models in the context of panel data with fixed effects, where the latent dependent variables are spatially correlated. Without imposing any parametric structure of the error terms, this paper proposes a smoothed spatial maximum...

Persistent link: https://www.econbiz.de/10014151984