Open AccessThe Stambaugh Bias in Panel Predictive Regressions
Author(s) -
Erik Hjalmarsson
Publication year - 2007
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2007.914
Subject(s) - estimator , econometrics , predictability , monte carlo method , panel data , stock (firearms) , statistics , sample (material) , series (stratigraphy) , economics , mathematics , engineering , mechanical engineering , paleontology , chemistry , chromatography , biology