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Market efficiency, asset returns, and the size of the risk premium in global equity markets
Bansal, Ravi; Lundblad, Christian - In: Journal of econometrics 109 (2002) 2, pp. 195-237
Persistent link: https://www.econbiz.de/10001689009
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Product diversification, production systems, and economic performance in US agricultural production
Morrison, Catherine J.; Nehring, Richard Frederick - In: Journal of econometrics 126 (2005) 2, pp. 525-548
Persistent link: https://www.econbiz.de/10002647889
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Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim; Xu, Lai; Zhou, Hao - In: Journal of econometrics 187 (2015) 2, pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
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Measurement error in multiple equations : Tobin's q and corporate investment, saving, and debt
Chalak, Karim; Kim, Daniel - In: Journal of econometrics 214 (2020) 2, pp. 413-432
Persistent link: https://www.econbiz.de/10012438979
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Dividend suspensions and cash flows during the Covid-19 pandemic : a dynamic econometric model
Pettenuzzo, Davide; Sabbatucci, Riccardo; Timmermann, Allan - In: Journal of econometrics 235 (2023) 2, pp. 1522-1541
Persistent link: https://www.econbiz.de/10014471409
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Asymmetries and nonlinearities in dynamic economic models
Burgess, Simon (contributor) - 1996
Persistent link: https://www.econbiz.de/10000596724
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Efficient forecast tests for conditional policy forecasts
Faust, Jon; Wright, Jonathan H. - In: Journal of econometrics 146 (2008) 2, pp. 293-303
Persistent link: https://www.econbiz.de/10003782979
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Fiscal policy and asset markets : a semiparametric analysis
Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150
Persistent link: https://www.econbiz.de/10003783794
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Forecasting the yield curve in a data-rich environment : a no-arbitrage factor-augmented VAR approach
Mönch, Emanuel - In: Journal of econometrics 146 (2008) 1, pp. 26-43
Persistent link: https://www.econbiz.de/10003778196
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Mobility measurement, transition matrices and statistical inference
Formby, John P.; Smith, W. James; Zheng, Buhong - In: Journal of econometrics 120 (2004) 1, pp. 181-205
Persistent link: https://www.econbiz.de/10001998954