Examining heterogeneity in implied equity risk premium using penalized splines

Michael Wegener () and Göran Kauermann ()

AStA Advances in Statistical Analysis, 2008, vol. 92, issue 1, 35-56

Keywords: Equity risk premium; Penalized splines; Subject-specific curves; Linear mixed models; Nonparametric estimation (search for similar items in EconPapers)
Date: 2008
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DOI: 10.1007/s10182-007-0052-z

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