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Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates (2023)

First Author: Gonzalo J

Attributed to: NOVEL APPROACHES TO COMPARING THE PREDICTIVE ACCURACY OF NESTED MODELS IN DATA RICH AND HETEROGENEOUS PREDICTOR ENVIRONMENTS funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2302.02866

Publication URI: https://arxiv.org/abs/2302.02866

Type: Preprint