Subsampling-Based Tests of Stock-Return Predictability
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References listed on IDEAS
- Wing Thye Woo, "undated". "Chinese Economic Growth: Sources And Prospects," Department of Economics 96-08, California Davis - Department of Economics.
- Wu, Harry X, 2000. "China's GDP Level and Growth Performance: Alternative Estimates and the Implications," Review of Income and Wealth, International Association for Research in Income and Wealth, vol. 46(4), pages 475-499, December.
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More about this item
KeywordsSubsampling; local-to-unit roots; predictive regression; stock-return predictability; consumption-based models;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2006-08-12 (All new papers)
- NEP-ECM-2006-08-12 (Econometrics)
- NEP-ETS-2006-08-12 (Econometric Time Series)
- NEP-FIN-2006-08-12 (Finance)
- NEP-FMK-2006-08-12 (Financial Markets)
- NEP-RMG-2006-08-12 (Risk Management)
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