A refined asymptotic framework for dividend yield in predictive regressions
type: Item
instance of: scholarly article
title: A refined asymptotic framework for dividend yield in predictive regressions
zbMATH Open document ID: 1398.62291
author: Kaihua Deng
published in: Economics Letters
publication date: 2018-08-31T00:00:00Z
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M20
zbMATH DE Number: 6929978
zbMATH Keywords: local-to-unity
zbMATH Keywords: local-to-zero
zbMATH Keywords: long-horizon \(R^2\)
zbMATH Keywords: signal-to-noise ratio
MaRDI profile type: Publication
full work available at URL: j.econlet.2015.11.022
OpenAlex ID: W2181538155
DOI: 10.1016/J.ECONLET.2015.11.022
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description: scientific article; zbMATH DE number 6929978