Testing for predictability in panels with general predictors

Westerlund, Joakim, Karabiyik, Hande and Narayan, Paresh 2015, Testing for predictability in panels with general predictors, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic..

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Title Testing for predictability in panels with general predictors
Author(s) Westerlund, Joakim
Karabiyik, Hande
Narayan, Paresh
Publication date 2015
Series School Working Paper - Financical Econometrics Series ; SWP 2015/10
Total pages 42
Publisher Deakin University, School of Accounting, Economics and Finance
Place of publication Geelong, Vic.
Keyword(s) Panel data
Predictive regression
Predictor persistency
Cross-section dependence
RePEc:dkn:ecomet:fe_2015_10
Language eng
HERDC Research category CN.1 Other journal article
Copyright notice ©2015, The Authors
Persistent URL http://hdl.handle.net/10536/DRO/DU:30105843

Document type: Report
Collection: RePEc Working Papers
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