Predicting the equity market risk premium: a model selection approach (Q2158352): Difference between revisions

@@ Property / DOI @@
-.1016/j.econlet.2022.110448
@@ Property / DOI: 10.1016/j.econlet.2022.110448 / rank @@
-Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.econlet.2022.110448
+Normal rank
@@ Property / OpenAlex ID @@
+W4220669782
@@ Property / OpenAlex ID: W4220669782 / rank @@
+Normal rank
@@ Property / cites work @@
+Best subset selection via a modern optimization lens
+Normal rank
@@ Property / cites work @@
+Approximately normal tests for equal predictive accuracy in nested models
+Normal rank
@@ Property / cites work @@
+Best subset, forward stepwise or Lasso? Analysis and recommendations based on extensive comparisons
+Normal rank
@@ Property / cites work @@
+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
+Normal rank
@@ Property / cites work @@
+Asymptotics for out of sample tests of Granger causality
+Normal rank
@@ Property / DOI @@
+.1016/J.ECONLET.2022.110448
@@ Property / DOI: 10.1016/J.ECONLET.2022.110448 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:2158352