Open AccessInference in Long-Horizon Regressions
Author(s) -
Erik Hjalmarsson
Publication year - 2006
Publication title -
international finance discussion papers
Language(s) - Uncategorized
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2006.853r
Subject(s) - predictability , estimator , econometrics , horizon , statistic , inference , predictive power , statistics , test statistic , ordinary least squares , resampling , mathematics , statistical hypothesis testing , computer science , artificial intelligence , philosophy , geometry , epistemology