Solving Euler equations via two-stage nonparametric penalized splines (Q2024465)

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Solving Euler equations via two-stage nonparametric penalized splines
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    Solving Euler equations via two-stage nonparametric penalized splines (English)
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    4 May 2021
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    Euler equation
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    nonparametric penalized splines
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    two-stage regression
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    return predictability
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    implied price-dividend ratios
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