Does the choice of estimator matter when forecasting returns? Westerlund, Joakim and Narayan, Paresh 2012, Does the choice of estimator matter when forecasting returns?, Deakin University, School of Accounting, Economics and Finance, Geelong, Vic.. Attached Files Name Description MIMEType Size Downloads Title Does the choice of estimator matter when forecasting returns? Author(s) Westerlund, Joakim Narayan, Paresh Publication date 2012 Series School Working Paper - Financial Econometrics Series ; SWP 2012/01 Total pages 29 Publisher Deakin University, School of Accounting, Economics and Finance Place of publication Geelong, Vic. Keyword(s) Predictive regression Stock return predictability Heteroskedasticity Predictor endogeneity RePEc:dkn:ecomet:fe_2012_01 Notes This working paper was later published in the journal 'Journal of Banking and Finance' and is available online: http://dx.doi.org/10.1016/j.jbankfin.2012.06.005 Language eng HERDC Research category CN.1 Other journal article Related work DU:30046277 Copyright notice ©2012, The Authors Persistent URL http://hdl.handle.net/10536/DRO/DU:30106645 Document type: Report Collection: RePEc Working Papers Related Links Link Description Connect to published journal article Go to link with your DU access privileges     Link to Related Work Does the choice of estimator matter when forecasting returns? Journal Article (deposited 27-07-2012) Does the choice of estimator matter when forecasting returns? Report (deposited 06-03-2018)   Unless expressly stated otherwise, the copyright for items in DRO is owned by the author, with all rights reserved. Versions Version Filter Type Tue, 06 Mar 2018, 13:59:05 EST Wed, 07 Mar 2018, 04:00:57 EST Wed, 07 Mar 2018, 09:27:31 EST Tue, 28 Aug 2018, 11:32:42 EST Filtered Full Citation counts:   Cited 0 times in TR Web of Science Cited 0 times in Scopus Search Google Scholar Access Statistics: 14 Abstract Views, 1 File Downloads  -  Detailed Statistics Created: Tue, 06 Mar 2018, 13:59:05 EST

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