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Beating the random walk : a performance assessment of long-term interest rate forecasts
Butter, Frank A. G. den; Jansen, Pieter W. - 2008
Persistent link: https://www.econbiz.de/10003787153
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First and second order non-linear cointegration models
Lange, Theis - 2009
Persistent link: https://www.econbiz.de/10003849457
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Characteristics of households in the informal sector of an emerging economy
Sookram, S.; Watson, Patrick K.; Schneider, Friedrich - In: Applied economics 41 (2009) 25/27, pp. 3545-3559
Persistent link: https://www.econbiz.de/10003921581
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Consistency of model averaging estimators
Zhang, Xinyu - In: Economics letters 130 (2015), pp. 120-123
Persistent link: https://www.econbiz.de/10011422458
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Missing mean does no harm to volatility!
Anatolyev, Stanislav; Tarasyuk, Irina - In: Economics letters 134 (2015), pp. 62-64
Persistent link: https://www.econbiz.de/10011432253
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Modelling and simulation : an overview
McAleer, Michael; Chan, Felix; Oxley, Les - 2013
Persistent link: https://www.econbiz.de/10009765832
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A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.; Burns, Kelly - In: Applied economics 46 (2014) 1/3, pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
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Estimating average treatment effect by model averaging
Gao, Yichen; Long, Wei; Wang, Zhengwei - In: Economics letters 135 (2015), pp. 42-45
Persistent link: https://www.econbiz.de/10011434842
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Model uncertainty and aggregated default probabilities : new evidence from Austria
Hofmarcher, Paul; Kerbl, Stefan; Grün, Bettina; … - In: Applied economics 46 (2014) 7/9, pp. 871-879
Persistent link: https://www.econbiz.de/10010398865
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Evaluating the Specification Errors of Asset Pricing Models
Hodrick, Robert J. - 2000
This paper examines the specification errors of several asset pricing models using the methodology of Hansen and Jagannathan (1997) and a common data set. The models are the CAPM, the Consumption CAPM, the Jagannathan and Wang (1996) conditional CAPM, the Campbell (1996) dynamic asset pricing...
Persistent link: https://www.econbiz.de/10012471106