Robust block bootstrap panel predictability tests (Q5860960)
From MaRDI portal
scientific article; zbMATH DE number 7484491
Language | Label | Description | Also known as |
---|---|---|---|
English | Robust block bootstrap panel predictability tests |
scientific article; zbMATH DE number 7484491 |
Statements
Robust block bootstrap panel predictability tests (English)
0 references
4 March 2022
0 references
block bootstrap
0 references
panel data
0 references
predictive regression
0 references
sequential testing
0 references
stock return predictability
0 references
weak unit roots
0 references