DSpace at EWHA: Nonparametric testing for long-horizon predictability with persistent covariates

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DSpace at EWHA사회과학대학 경제학전공 Journal papers

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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: 이진

Issue Date: 2013

Journal Title: Journal of Nonparametric Statistics

ISSN: 1048-5252

Citation: Journal of Nonparametric Statistics

Indexed: SCIE; SCOPUS

Document Type: Article in Press

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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