Research output

Robust block bootstrap panel predictability tests

Research output: Contribution to journalArticleAcademicpeer-review

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    Research areas

  • Block bootstrap, panel data, predictive regression, sequential testing, stock return predictability, weak unit roots
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Details

Original languageEnglish
Pages (from-to)1089-1107
Number of pages19
JournalEconometric Reviews
Volume38
Issue number9
DOIs
Publication statusPublished - 21 Oct 2019