Prediction of Stock Returns: A New Way to Look at It (Q4661691): Difference between revisions

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+A discussion of parameter and model uncertainty in insurance
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+Smoothing Parameter Selection in Nonparametric Regression Using an Improved Akaike Information Criterion
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+Markov Chain Monte Carlo Estimation of Regime Switching Vector Autoregressions
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+Integration and backfitting methods in additive models -- finite sample properties and comparison
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+Multivariate locally weighted least squares regression
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