Goyal_Welch_RF.csv
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/csv |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/243a264d-61e4-465c-8c9a-623755ea3af5/resource/359a73aa-920f-44b4-b276-846ac116d3e7/download/goyal_welch_rf.csv |
| Last updated | November 22, 2022 |
| Created | November 22, 2022 |
