Joakim Westerlund
Professor, Programme director – Master of Data Analytics and Business Economics
On the Estimation and Testing of Predictive Panel Regressions
Author
Summary, in English
Department/s
- Department of Economics
Publishing year
2016
Language
English
Pages
115-125
Publication/Series
Journal of International Financial Markets, Institutions, and Money
Volume
45
Document type
Journal article
Publisher
North-Holland
Topic
- Economics
Keywords
- Common factors
- Mixed normality
- Panel data
- Predictive regression
Status
Published
ISBN/ISSN/Other
- ISSN: 1042-4431