Biases in long-horizon predictive regressions
Jacob Boudoukh, Ronen Israel, Matthew Richardson
| Year of publication: |
2022
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|---|---|
| Authors: | Boudoukh, Jacob ; Israel, Ronen ; Richardson, Matthew |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 145.2022, 3, p. 937-969
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| Subject: | Out of sample R | Predictive regression bias | Standard error bias | Regressionsanalyse | Regression analysis | Systematischer Fehler | Bias | Prognoseverfahren | Forecasting model | Stichprobenerhebung | Sampling | Statistischer Fehler | Statistical error | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2021.09.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013475444