Testing for predictability in panels with general predictors

Joakim Westerlund, Hande Karabiyik and Paresh Narayan ()

Working Papers from Deakin University, Department of Economics

Keywords: Panel data; Predictive regression; Predictor persistency; Cross-section dependence (search for similar items in EconPapers)
Date: 2015-01-01
New Economics Papers: this item is included in nep-ecm
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.dx.doi.org/10.1002/jae.2535
Our link check indicates that this URL is bad, the error code is: 403 Forbidden (http://www.dx.doi.org/10.1002/jae.2535 [301 Moved Permanently]--> https://doi.org/10.1002/jae.2535 [302 Found]--> https://onlinelibrary.wiley.com/doi/10.1002/jae.2535)

Related works:
Journal Article: Testing for Predictability in panels with General Predictors (2017)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:dkn:ecomet:fe_2015_10

Access Statistics for this paper

More papers in Working Papers from Deakin University, Department of Economics Contact information at EDIRC.
Bibliographic data for series maintained by Xueli Tang ().