Reconciling the Return Predictability Evidence In-Sample Forecasts, Out-of-Sample Forecasts, and Parameter Instability
Year of publication: |
2013
|
---|---|
Authors: | Lettau, Martin |
Other Persons: | Nieuwerburgh, Stijn van (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis |
Extent: | 1 Online-Ressource (55 p) |
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Series: | NYU Working Paper ; No. 2451/31432 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
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