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Author: | Harvey, C. R. |
Title: | The specification of conditional expectations |
Journal: | Journal of Empirical Finance
2001 : DEC, VOL. 8:5, p. 573-637 |
Index terms: | EXPECTATIONS LINEAR MODELS REGRESSION ANALYSIS |
Language: | eng |
Abstract: | This paper explores different specifications of conditional expectations. The most common spesification, linear least squares, is contrasted with nonparametric techniques that make no assumptions about the distribution of the data. |
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