Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (Q2227069)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects |
scientific article |
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Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects (English)
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9 February 2021
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stock returns
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predictive regression
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multiple predictors
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unit roots
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conditional heteroskedasticity
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robust inference
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