Efficient Prediction of Excess Returns
收藏NBER2008-07-01 更新2025-01-04 收录
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https://www.nber.org/papers/w14169
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资源简介：
It is well known that augmenting a standard linear regression model with variables that are correlated with the error term but uncorrelated with the original regressors will increase asymptotic efficiency of the original coefficients. We argue that in the context of predicting excess returns, valid
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美国国家经济研究局创建时间：
2008-07-01
