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DIVIDEND POLICY REVISTED: WITHIN - AND OUT -OF-SAMPLE TESTS

✍ Scribed by JEAN-PIERRE D. CHATEAU


Book ID
111104936
Publisher
John Wiley and Sons
Year
1979
Tongue
English
Weight
873 KB
Volume
6
Category
Article
ISSN
0306-686X

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πŸ“œ SIMILAR VOLUMES


A note on in-sample and out-of-sample te
✍ Shiu-Sheng Chen πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 90 KB

This paper studies in-sample and out-of-sample tests for Granger causality using Monte Carlo simulation. The results show that the out-of-sample tests may be more powerful than the in-sample tests when discrete structural breaks appear in time series data. Further, an empirical example investigating