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Nonparametric testing for long-horizon predictability with persistent covariates

Title
Nonparametric testing for long-horizon predictability with persistent covariates
Authors
Lee J.
Ewha Authors
이진
SCOPUS Author ID
이진scopus
Issue Date
2013
Journal Title
Journal of Nonparametric Statistics
ISSN
1048-5252JCR Link
Indexed
SCIE; SCOPUS WOS scopus
Abstract
long-horizon predictability; nonparametric estimator; sieve bootstrap
DOI
10.1080/10485252.2013.870173
Appears in Collections:
사회과학대학 > 경제학전공 > Journal papers
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