Nonparametric testing for long-horizon predictability with persistent covariates

Article Properties
Journal Categories
Science
Mathematics
Science
Mathematics
Probabilities
Mathematical statistics
You May Also Like
Refrences
Title Journal Journal Categories Citations Publication Date
Testing the Predictability of Stock Returns Review of Economics and Statistics
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Statistics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
 78 2002
Spectral Analysis and Time Series 1981
10.1016/S0304-405X(03)00065-5
On Predicting Stock Returns with Nearly Integrated Explanatory Variables The Journal of Business 219 2004
10.1016/0304-405X(89)90086-X