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Forecasting stock returns with model uncertainty and parameter instability (r...
We compare several representative sophisticated model averaging and variable selection techniques of forecasting stock returns. When estimated traditionally, our results confirm... -
Endogeneity and non‐response bias in treatment evaluation – nonparametric ide...
This paper proposes a nonparametric method for evaluating treatment effects in the presence of both treatment endogeneity and attrition/non-response bias, based on two...
