학술대회/행사
학술행사안내
[2015년 제 4차] Comparing Nested Predictive Regression Models with
작성자 : 관리자
조회수 : 793
게시일 :
2015-12-30
Inference on stock return predictability is commonly conducted by the in-sample inference on the coeffcient estimator of the predictive regression, for which several problems have been identi…ed such as the …nite sample bias (when predictors are weakly st