Biases in long-horizon predictive regressions
Year of publication: |
2022
|
---|---|
Authors: | Boudoukh, Jacob ; Israel, Ronen ; Richardson, Matthew |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 3, p. 937-969
|
Subject: | Out of sample R | Predictive regression bias | Standard error bias | Regressionsanalyse | Regression analysis | Systematischer Fehler | Bias | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Statistischer Fehler | Statistical error | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
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