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subject:"Probability theory"
subject:"Statistische Methodenlehre"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Moon, Seongman"
~person:"Phillips, Peter C. B."
~person:"Stock, James H."
~subject:"Prognoseverfahren"
~subject:"Statistical distribution"
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Probability theory
Statistische Methodenlehre
Prognoseverfahren
Statistical distribution
Estimation theory
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Forecasting model
2
Regression analysis
2
Regressionsanalyse
2
Schätztheorie
2
Aktienmarkt
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Bias
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Börsenkurs
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Capital income
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Dividend
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Dividende
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Einheitswurzeltest
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Estimation
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IVX estimation
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Kapitaleinkommen
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Q-test
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Schätzung
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Share price
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Statistical test
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Statistischer Test
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Stock market
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Systematischer Fehler
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Unit root test
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bias
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conditional test
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endogenous instrumentation
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indirect inference
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local unit roots
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local-to-unity assumption
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mild integration
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prediction
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predictive regression
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present value model
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quantile crossing
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Moon, Seongman
Phillips, Peter C. B.
Stock, James H.
Gallant, A. Ronald
2
Amengual, Dante
1
Audrino, Francesco
1
Bormann, Carsten
1
Caldeira, João F.
1
Calvet, Laurent E.
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Chen, Yi-ting
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Czellar, Veronika
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Francq, Christian
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Geweke, John
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Moura, Guilherme Valle
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Schaumburg, Julia
1
Schienle, Melanie
1
Sentana, Enrique
1
Sims, Christopher A.
1
Trojani, Fabio
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Velasco, Carlos
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Wei, Wei
1
Wu, Ruochen
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Zakoïan, Jean-Michel
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Cowles Foundation discussion paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
7
Cowles Foundation Discussion Paper
6
Journal of econometrics
4
NBER Working Paper
3
Technical working paper / National Bureau of Economic Research
3
NBER technical working paper series
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Advances in economics and econometrics: theory and applications ; Vol. 3
1
Carnegie Rochester conference series on public policy : a bi-annual conference proceedings
1
Econometric theory
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The review of economic studies
1
Working paper / National Bureau of Economic Research, Inc.
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
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Halbert White jr. Memorial JFEC Lecture : pitfalls and possibilities in predictive regression
Phillips, Peter C. B.
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
3
,
pp. 521-555
Persistent link: https://www.econbiz.de/10011339279
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2
On the properties of regression test of stock returns predictability using dividend-price ratios
Moon, Seongman
;
Velasco, Carlos
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
1
,
pp. 151-173
Persistent link: https://www.econbiz.de/10010233601
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