On the Estimation and Testing of Predictive Panel Regressions
(2016) In Journal of International Financial Markets, Institutions, and Money 45. p.115-125- Abstract
- Hjalmarsson (2010) considers an OLS-based estimator of predictive panel regressions that is argued to be mixed normal under very general conditions. In a recent paper, Westerlund et al. (2016) show that while consistent, the estimator is generally not mixed normal, which invalidates standard normal and chi-squared inference. The purpose of the present paper is to study the consequences of this theoretical result in small samples, which is done using both simulated and real data.
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/6cc5b44b-4e88-4f6a-8073-4d2c794808c7
- author
- Karabiyik, Hande LU ; Westerlund, Joakim LU and Narayan, Paresh Kumar
- organization
- publishing date
- 2016
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- Common factors, Mixed normality, Panel data, Predictive regression
- in
- Journal of International Financial Markets, Institutions, and Money
- volume
- 45
- pages
- 11 pages
- publisher
- North-Holland
- external identifiers
-
- scopus:84981731676
- wos:000390501000007
- ISSN
- 1042-4431
- DOI
- 10.1016/j.intfin.2016.07.003
- language
- English
- LU publication?
- yes
- id
- 6cc5b44b-4e88-4f6a-8073-4d2c794808c7
- date added to LUP
- 2016-05-14 14:27:54
- date last changed
- 2022-02-21 18:21:04
@article{6cc5b44b-4e88-4f6a-8073-4d2c794808c7, abstract = {{Hjalmarsson (2010) considers an OLS-based estimator of predictive panel regressions that is argued to be mixed normal under very general conditions. In a recent paper, Westerlund et al. (2016) show that while consistent, the estimator is generally not mixed normal, which invalidates standard normal and chi-squared inference. The purpose of the present paper is to study the consequences of this theoretical result in small samples, which is done using both simulated and real data.}}, author = {{Karabiyik, Hande and Westerlund, Joakim and Narayan, Paresh Kumar}}, issn = {{1042-4431}}, keywords = {{Common factors; Mixed normality; Panel data; Predictive regression}}, language = {{eng}}, pages = {{115--125}}, publisher = {{North-Holland}}, series = {{Journal of International Financial Markets, Institutions, and Money}}, title = {{On the Estimation and Testing of Predictive Panel Regressions}}, url = {{http://dx.doi.org/10.1016/j.intfin.2016.07.003}}, doi = {{10.1016/j.intfin.2016.07.003}}, volume = {{45}}, year = {{2016}}, }