Testing for Predictability in panels with General Predictors
Author:
Affiliation:
1. Department of Economics; Lund University; Sweden
2. Centre for Financial Econometrics; Deakin University; Melbourne VIC Australia
Publisher
Wiley
Subject
Economics and Econometrics,Social Sciences (miscellaneous)
Reference38 articles.
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5. Efficient tests of stock return predictability;Campbell;Journal of Financial Economics,2006
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