You-Gan Wang

Queensland University of Technology

2 George Street

Brisbane, Queensland 4000

Australia

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Scholarly Papers (1)

1.

Predictive Regression with p-Lags and Order-q Autoregressive Predictors

Number of pages: 29 Posted: 08 Jun 2020
Harshanie L. Jayetileke, You-Gan Wang and Min Zhu
Queensland University of Technology, Queensland University of Technology and University of Queensland
Downloads 36 (474,845)

Abstract:

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Predictive regressions, bias, augmented regression, return predictability