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Linear predictive regression framework

Name: Linear predictive regression framework
Price: 18.95 EUR
Availability: InStock
Author: Lukasz Prochownik
ISBN: 978-3-656-06325-4

Predictive power of dividend yields and structural break detection

Master's Thesis, 2011

32 Pages, Grade: 81 %

Lukasz Prochownik (Author)

Excerpt

1. Introduction

2. Linear Predictive Regression Model

3. Econometric Methodology and Hypothesis ofInterest

4. Empirical Results

5. Economic Interpretation

6. Conclusions

References

Appendix
Table I, II, III
Table IV, V, VI
Table VII, VIII
Table IX, X
Figure I

Excerpt out of 32 pages

Details

Title: Linear predictive regression framework
Subtitle: Predictive power of dividend yields and structural break detection
College: University of Southampton
Course: Econometrics
Grade: 81 %
Author: Lukasz Prochownik (Author)
Year: 2011
Pages: 32
Catalog Number: V182493
ISBN (eBook): 9783656063025
ISBN (Book): 9783656063254
File size: 644 KB
Language: English
Keywords: linear, predictive, regressions, structural, break, econometrics