Lima_Meng_codes.R
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)
There are no views created for this resource yet.
Metadata
| Field | Value |
|---|---|
| Format | R |
| License | CC-BY 4.0 |
| URL | https://jda-test.zbw.eu/dataset/e93e1b0c-5cd1-45c9-9748-22b01ffee8b0/resource/6454f795-06d8-4170-9bc3-247fe4402cef/download/lima_meng_codes.r |
| Last updated | November 8, 2022 |
| Created | November 8, 2022 |
