Consistent local spectrum inference for predictive return regressions
Year of publication: |
2022
|
---|---|
Authors: | Andersen, Torben ; Varneskov, Rasmus Tangsgaard |
Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 1469-4360, ZDB-ID 1501041-7. - Vol. 38.2022, 6, p. 1253-1307
|
Subject: | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Induktive Statistik | Statistical inference | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
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