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4
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3
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3
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1
Optimally combining individual forecasts from panel data
Ehrbeck, Tilman
-
1993
Persistent link: https://www.econbiz.de/10000865544
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2
Near-optimal unit root tests with stationary covariates with better finite sample size
Pesavento, Elena
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003338290
Saved in:
3
Designing non-parametric estimates and tests for means
Schlag, Karl H.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003365687
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4
Predicting excess returns in financial markets
Canova, Fabio
;
Marrinan, Jane Ellen
-
1993
Persistent link: https://www.econbiz.de/10000865568
Saved in:
5
A mixture multiplicative error model for realized volatility
Lanne, Markku
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003280702
Saved in:
6
Is honesty always the best policy?
Ehrbeck, Tilman
;
Waldmann, Robert
-
1995
Persistent link: https://www.econbiz.de/10000929900
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7
Can forecasters' motives explain ejection of the rational expectations hypothesis?
Ehrbeck, Tilman
-
1994
Persistent link: https://www.econbiz.de/10013420212
Saved in:
8
Rejecting rational expectations in panel data : some new evidence
Ehrbeck, Tilman
-
1992
Persistent link: https://www.econbiz.de/10013419683
Saved in:
9
A simple message for autocorrelation correctors: Don't
Mizon, Grayham E.
-
1993
Persistent link: https://www.econbiz.de/10000889040
Saved in:
10
Unobserved components in economic time series
Maravall Herrero, Agustín
-
1993
Persistent link: https://www.econbiz.de/10000889047
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