C1 - Econometric and Statistical Methods and Methodology: General - Bank of Canada
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Bank of Canada RSS Feedsen2024-03-29T10:22:57+00:00The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large Businesses
https://www.bankofcanada.ca/2017/03/technical-report-110/
The Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods faced low response rates and outliers in sample data for two of its retailer strata: chains and large independent businesses. This technical report investigates whether it is appropriate to combine these two strata to produce more accurate estimates of the total private cost to large businesses of the main payment methods.2017-03-31T06:03:26+00:00enThe Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large Businesses2017-03-31Econometric and statistical methodsTechnical report 110https://www.bankofcanada.ca/wp-content/uploads/2017/03/tr110.pdfThe Bank of Canada 2015 Retailer Survey on the Cost of Payment Methods: Estimation of the Total Private Cost for Large BusinessesValéry Dongmo JiongoMarch 2017CC1C12C8C83Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects
https://www.bankofcanada.ca/2017/03/staff-working-paper-2017-10/
We develop a simulation-based procedure to test for stock return predictability with multiple regressors. The process governing the regressors is left completely free and the test procedure remains valid in small samples even in the presence of non-normalities and GARCH-type effects in the stock returns.2017-03-10T08:29:32+00:00enSmall‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects2017-03-10Asset pricingEconometric and statistical methodsFinancial marketsStaff Working Paper 2017-10https://www.bankofcanada.ca/wp-content/uploads/2017/03/swp2017-10.pdfSmall‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type EffectsSermin GungorRichard LugerMarch 2017CC1C12C3C32GG1G14