Yan Liu

Emory University

201 Dowman Drive

Atlanta, GA 30322

United States

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Scholarly Papers (1)

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Predictive Regressions: Method of Least Autocorrelation

Number of pages: 42 Posted: 08 Sep 2006
John Qi Zhu and Yan Liu
affiliation not provided to SSRN and Emory University
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Abstract:

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Predictability, Method of Least Autocorrelation, Hypothesis Testing, Estimation