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Robust block bootstrap panel predictability tests

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Robust block bootstrap panel predictability tests. / Smeekes, Stephan; Westerlund, Joakim.

In: Econometric Reviews, Vol. 38, No. 9, 21.10.2019, p. 1089-1107.

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Smeekes, Stephan ; Westerlund, Joakim. / Robust block bootstrap panel predictability tests. In: Econometric Reviews. 2019 ; Vol. 38, No. 9. pp. 1089-1107.

Bibtex

@article{7c727c3bf94e4e01ae4824304c4474e0,
title = "Robust block bootstrap panel predictability tests",
keywords = "Block bootstrap, panel data, predictive regression, sequential testing, stock return predictability, weak unit roots",
author = "Stephan Smeekes and Joakim Westerlund",
note = "Data source: Global Financial Data database",
year = "2019",
month = "10",
day = "21",
doi = "10.1080/07474938.2018.1536102",
language = "English",
volume = "38",
pages = "1089--1107",
journal = "Econometric Reviews",
issn = "0747-4938",
publisher = "TAYLOR & FRANCIS LTD",
number = "9",

}

RIS

TY - JOUR

T1 - Robust block bootstrap panel predictability tests

AU - Smeekes, Stephan

AU - Westerlund, Joakim

N1 - Data source: Global Financial Data database

PY - 2019/10/21

Y1 - 2019/10/21

KW - Block bootstrap

KW - panel data

KW - predictive regression

KW - sequential testing

KW - stock return predictability

KW - weak unit roots

U2 - 10.1080/07474938.2018.1536102

DO - 10.1080/07474938.2018.1536102

M3 - Article

VL - 38

SP - 1089

EP - 1107

JO - Econometric Reviews

T2 - Econometric Reviews

JF - Econometric Reviews

SN - 0747-4938

IS - 9

ER -