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Robust-H-infinity forecasting and asset pricing anomalies
Tornell, Aaron - 2000
Persistent link: https://www.econbiz.de/10001488085
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Estimation risk, market efficiency, and the predictability of returns
Lewellen, Jonathan; Shanken, Jay - 2000
Persistent link: https://www.econbiz.de/10001474979
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Integration, cointegration and the forecast consistency of structural exchange rate models
Cheung, Yin-Wong - 1997
Persistent link: https://www.econbiz.de/10000967507
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Maximizing predictability in the stock and bond markets
Lo, Andrew W. - 1995
Persistent link: https://www.econbiz.de/10000909184
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Unit root tests are useful for selecting forecasting models
Diebold, Francis X.; Kilian, Lutz - 1999
Persistent link: https://www.econbiz.de/10001365329
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Are macroeconomic forecasts informative? : Cointegration evidence from the ASA-NBER surveys
Cheung, Yin-Wong; Chinn, Menzie David - 1999
Persistent link: https://www.econbiz.de/10001366340
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An international dynamic asset pricing model
Hodrick, Robert J.; Ng, David Tat-chee; Sengmueller, Paul - 1999
Persistent link: https://www.econbiz.de/10001390241
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Forecasting inflation
Stock, James H.; Watson, Mark W. - 1999
Persistent link: https://www.econbiz.de/10001376952
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Economic tracking portfolios
Lamont, Owen A. - 1999
Persistent link: https://www.econbiz.de/10001378519
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Are more data always better for factor analysis?
Boivin, Jean; Ng, Serena - 2003
Persistent link: https://www.econbiz.de/10001774837