Predictive Regressions
收藏NBER1999-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0240
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资源简介：
When a rate of return is regressed on a lagged stochastic regressor, such as a dividend yield, the regression disturbance is correlated with the regressor's innovation. The OLS estimator's finite-sample properties, derived here, can depart substantially from the standard regression setting. Bayesian
提供机构：
美国国家经济研究局
创建时间：
1999-05-01
