Predictive Regressions
Year of publication: |
1999-05
|
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Authors: | Stambaugh, Robert F. |
Institutions: | National Bureau of Economic Research (NBER) |
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Testing for stationarity in a cointegrated system
Kunst, Robert M., (2002)
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Decision maps for bivariate time series with potential threshold cointegration
Kunst, Robert M., (2002)
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The Decline in German Output Volatility: A Bayesian Analysis
Liesenfeld, Roman, (2005)
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On the Predictability of Stock Returns: An Asset-Allocation Perspective
Stambaugh, Robert F., (1995)
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Portfolio Inefficiency and the Cross-Section of Expected Returns
Stambaugh, Robert F., (1994)
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Costs of Equity Capital and Model Mispricing
Pastor, Lubos, (1998)
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