readme.lm.txt
Creators:
Luiz Renato Lima
;
Fanning Meng
From the dataset abstract
This paper develops a novel forecasting method that minimizes the effects of weak predictors and estimation errors on the accuracy of equity premium forecasts. The proposed method is...
Source: Out-of-Sample Return Predictability: A Quantile Combination Approach (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/243a264d-61e4-465c-8c9a-623755ea3af5/resource/26892123-0ee2-45b9-8e12-c9043f7caa9f/download/readme.lm.txt |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
