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~isPartOf:"Cambridge working papers in economics"
~person:"Ashby, Michael F."
~person:"Pesaran, M. Hashem"
~person:"Prucha, Ingmar R."
~person:"Vogelsang, Timothy J."
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Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
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2022
Persistent link: https://www.econbiz.de/10013486082
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Variable selection and inference for multi-period forecasting problems
Pesaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
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2009
Persistent link: https://www.econbiz.de/10003851191
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Small sample properties of forecasts from autoregressive models under structural breaks
Pesaran, M. Hashem
(
contributor
); …
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2003
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[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001766130
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