Model selection in factor-augmented regressions with estimated factors (Q5862416)
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scientific article; zbMATH DE number 7486128
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model selection in factor-augmented regressions with estimated factors |
scientific article; zbMATH DE number 7486128 |
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Model selection in factor-augmented regressions with estimated factors (English)
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9 March 2022
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bootstrap
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cross-validation
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equity premium
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factors
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