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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - 2007
Persistent link: https://www.econbiz.de/10003997742
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10003997782
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Predicting global stock returns
Hjalmarsson, Erik - 2008
Persistent link: https://www.econbiz.de/10008990364
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The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik - In: Finance research letters 5 (2008) 1, pp. 47-58
Persistent link: https://www.econbiz.de/10003751283
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Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik - In: Finance research letters 5 (2008) 2, pp. 104-117
Persistent link: https://www.econbiz.de/10003751339
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Should we expect significant out-of-sample results when predicting stock returns
Hjalmarsson, Erik - 2006
Persistent link: https://www.econbiz.de/10003297468
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Predictive regressions with panel data
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981
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On the predictability of global stock returns
Hjalmarsson, Erik (contributor) - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
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Jackknifing stock return predictions
Chiquoine, Benjamin; Hjalmarsson, Erik - In: Journal of empirical finance 16 (2009) 5, pp. 793-803
Persistent link: https://www.econbiz.de/10003900408
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Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik - 2005
Persistent link: https://www.econbiz.de/10003553376