Robust block bootstrap panel predictability tests

Smeekes, Stephan and Westerlund, Joakim 2019, Robust block bootstrap panel predictability tests, Econometric reviews, vol. 38, no. 9, pp. 1089-1107, doi: 10.1080/07474938.2018.1536102.

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Title Robust block bootstrap panel predictability tests
Author(s) Smeekes, Stephan
Westerlund, JoakimORCID iD for Westerlund, Joakim orcid.org/0000-0002-8030-5706
Journal name Econometric reviews
Volume number 38
Issue number 9
Start page 1089
End page 1107
Total pages 19
Publisher Taylor and Francis
Place of publication Abingdon, Eng.
Publication date 2019
ISSN 0747-4938
1532-4168
Keyword(s) Block bootstrap
panel data
predictive regression
sequential testing
stock return predictability
weak unit roots
Language eng
DOI 10.1080/07474938.2018.1536102
Indigenous content off
Field of Research 1403 Econometrics
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2018, Stephan Smeekes and Joakim Westerlund
Persistent URL http://hdl.handle.net/10536/DRO/DU:30116096

Document type: Journal Article
Collections: Faculty of Business and Law
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Department of Economics
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