Solving Euler equations via two-stage nonparametric penalized splines
Year of publication: |
2021
|
---|---|
Authors: | Cui, Liyuan ; Hong, Yongmiao ; Li, Yingxing |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 2, p. 1024-1056
|
Subject: | Euler equation | Implied price-dividend ratios | Nonparametric penalized splines | Return predictability | Two-stage regression | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Variationsrechnung | Variational method | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
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