Solving Euler equations via two-stage nonparametric penalized splines
Liyuan Cui, Yongmiao Hong, Yingxing Li
| Year of publication: |
2021
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|---|---|
| Authors: | Cui, Liyuan ; Hong, Yongmiao ; Li, Yingxing |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 2, p. 1024-1056
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| Subject: | Euler equation | Implied price-dividend ratios | Nonparametric penalized splines | Return predictability | Two-stage regression | Nichtparametrisches Verfahren | Nonparametric statistics | Variationsrechnung | Variational method | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Schätzung | Estimation | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.042 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012619815