Unified Tests for a Dynamic Predictive Regression

DOI10.1080/07350015.2020.1714632zbMATH Open1547.62969MaRDI QIDQ6617788

Xiao Hui Liu, Bingduo Yang, Zongwu Cai, Liang Peng

Publication date: 11 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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• A reexamination of stock return predictability
• Uniform Test for Predictive Regression With AR Errors

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