Predictive Systems: Living with Imperfect Predictors
收藏NBER2007-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12814
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资源简介：
The standard regression approach to modeling return predictability seems too restrictive in one way but too lax in another. A predictive regression models expected returns as an exact linear function of a given set of predictors but does not exploit the likely economic property that innovations in
提供机构：
美国国家经济研究局
创建时间：
2007-01-01
