Testing for predictability in panels with general predictors
Year of publication: |
April/May 2017
|
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Authors: | Westerlund, Joakim ; Karabiyik, Hande ; Narayan, Paresh Kumar |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 32.2017, 3, p. 554-574
|
Subject: | Panel data | Predictive regression | Stock return predictability | China | Panel | Panel study | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
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