Open AccessConsistent Local Spectrum (LCM) Inference for Predictive Return Regressions
Author(s) -
Torben G. Andersen,
Rasmus T. Varneskov
Publication year - 2021
Language(s) - Uncategorized
Resource type - Reports
DOI - 10.3386/w28569
Subject(s) - inference , econometrics , statistics , predictive inference , mathematics , computer science , artificial intelligence , frequentist inference , bayesian inference , bayesian probability