| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5069882 | Finance Research Letters | 2012 | 11 Pages |
Abstract
⺠Asymptotic power increases only with the sample size relative to the forecasting horizon. ⺠There are no additional power gains as the slope coefficient grows large. ⺠For endogenous regressors, power sometimes decreases in the magnitude of the slope coefficient.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Erik Hjalmarsson,