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Search: subject:"Semiparametric single index model"
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Forecasting Equity Premium: Global Historical Average versus Local Historical Average and Constraints
Lee, Tae-Hwy
;
Tu, Yundong
;
Ullah, Aman
-
Department of Economics, University of California-Riverside
-
2014
extended to the
semiparametric
single
index
model
when multiple predictors are used. We construct the constrained LHA estimator …
Persistent link: https://www.econbiz.de/10010901476
Saved in:
2
Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy
;
Tu, Yundong
;
Ullah, Aman
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
3
,
pp. 393-402
Persistent link: https://www.econbiz.de/10011390401
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