The Stambaugh bias in panel predictive regressions
Year of publication: |
2007
|
---|---|
Authors: | Hjalmarsson, Erik |
Institutions: | Federal Reserve Board (Board of Governors of the Federal Reserve System) |
Subject: | Panel analysis | Stocks |
-
The Capital Structure of Swiss Companies - An Empirical Analysis Using Dynamic Panel Data
Gaud, Philippe, (2003)
-
Belke, Ansgar, (2005)
-
The cyclicality of education, health, and social security government spending
Afonso, António, (2012)
- More ...
-
Characteristic-based mean-variance portfolio choice
Hjalmarsson, Erik, (2009)
-
Rise of the machines: algorithmic trading in the foreign exchange market
Chaboud, Alain, (2009)
-
Diversification across characteristics
Hjalmarsson, Erik, (2009)
- More ...