Estimation Bias and Inference in Overlapping Autoregressions: Implications for the Target-Zone Literature
Author:
Publisher
Wiley
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-0084.2007.00488.x/fullpdf
Reference36 articles.
1. Stock Return Predictability: Is it There?
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4. The determinants of realignment expectations under the EMS: Some empirical regularities
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