Forecasting the Equity Premium Under Parameter Instability: Simple Combinations Versus Nonlinear Machine Learning

Additional Metadata
Keywords	Equity premium; forecast combinations; machine learning; forecast shrinking; macroeconomic finance
Thesis Advisor	Kleen, O
Persistent URL	hdl.handle.net/2105/63360
Series	Econometrie
Organisation	Erasmus School of Economics
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Noort, E.A. (2022, September). Forecasting the Equity Premium Under Parameter Instability: Simple Combinations Versus Nonlinear Machine Learning. Econometrie. Retrieved from http://hdl.handle.net/2105/63360

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