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Showing 1 to 1 of 1 for “"Non-stationary regressor"”.

  1. Predictability in Equity Markets: Estimation and Inference

    … predictor framework, where expected returns are stationary and a non-stationary component masks the information in the regressor, I show that the predictive power of the regression vanishes as the sample size increases. To address vanishing predictability, I propose an estimation method, …

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