Robust block bootstrap panel predictability tests

Smeekes, Stephan and Westerlund, Joakim 2018, Robust block bootstrap panel predictability tests, Econometric reviews, pp. 1-19, doi: 10.1080/07474938.2018.1536102.

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Title Robust block bootstrap panel predictability tests
Author(s) Smeekes, Stephan
Westerlund, Joakim
Journal name Econometric reviews
Start page 1
End page 19
Total pages 19
Publisher Taylor and Francis
Place of publication Abingdon, Eng.
Publication date 2018-11-22
ISSN 0747-4938
1532-4168
Keyword(s) Block bootstrap
panel data
predictive regression
sequential testing
stock return predictability
weak unit roots
Notes Latest Article
Language eng
DOI 10.1080/07474938.2018.1536102
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: Open Access Checking
Department of Economics
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