Can stock returns predict output? An application of threshold panel data model
碩士 === 國立東華大學 === 國際經濟研究所 === 96 === This paper employs generalized method of moments (GMM) to estimate the threshold panel data model and investigate whether stock returns can predict output growth from a sample of 37 countries (including 19 developed countries and 18 developing countries). We anal...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2008
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| Online Access: | http://ndltd.ncl.edu.tw/handle/255t3x |