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Robust block bootstrap panel predictability tests - MaRDI portal

Robust block bootstrap panel predictability tests (Q5860960)

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scientific article; zbMATH DE number 7484491
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English
Robust block bootstrap panel predictability tests
scientific article; zbMATH DE number 7484491

    Statements

    title
    Robust block bootstrap panel predictability tests (English)
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    author
    Stephan Smeekes
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    Joakim Westerlund
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    publication date
    4 March 2022
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    zbMATH Keywords
    block bootstrap
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    panel data
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    predictive regression
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    sequential testing
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    stock return predictability
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    weak unit roots
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    Identifiers

    Mathematics Subject Classification ID
    62M10
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    62M07
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    62G09
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    62L10
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    62P05
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    zbMATH DE Number
    7484491
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    OpenAlex ID
    W2168666667
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    Wikidata QID
    Q128879945
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