Robust block bootstrap panel predictability tests (Q5860960)
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scientific article; zbMATH DE number 7484491
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Robust block bootstrap panel predictability tests |
scientific article; zbMATH DE number 7484491 |
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Robust block bootstrap panel predictability tests (English)
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4 March 2022
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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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