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Assessing goodness-of-fit of asset pricing models : the distribution of the maximal R2
Foster, F. Douglas - In: The journal of finance : the journal of the American … 52 (1997) 2, pp. 591-607
Persistent link: https://www.econbiz.de/10001222441
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Can speculative trading explain the volume-volatility relation?
Foster, F. Douglas - In: Journal of business & economic statistics : JBES ; a … 13 (1995) 4, pp. 379-396
Persistent link: https://www.econbiz.de/10001190310
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[Rezension von: Hansen, Lars Peter, ..., Rational expectations econometrics]
Whiteman, Charles H. - In: Journal of economic literature 30 (1992) 3, pp. 1509-1511
Persistent link: https://www.econbiz.de/10001345361
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A Bayesian approach to dynamic macroeconomics
DeJong, David Neil; Ingram, Beth Fisher; Whiteman, … - In: Journal of econometrics 98 (2000) 2, pp. 203-223
Persistent link: https://www.econbiz.de/10001497779
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General-to-specific procedures for fitting a data-admissible, theory-inspired, congruent, parsimonious, encompassing, weakly-exogenous, identified, structural model to the DGP : a...
Faust, Jon - In: Carnegie Rochester conference series on public policy : … 47 (1997), pp. 121-161
Persistent link: https://www.econbiz.de/10001242080
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The temporal stability of dividends and stock prices : evidence from the likelihood function
DeJong, David Neil - In: The American economic review 81 (1991) 3, pp. 600-617
Persistent link: https://www.econbiz.de/10001107488
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The forecasting attributes of trend- and difference-stationary representations for macroeconomic time series
DeJong, David Neil - In: Journal of forecasting 13 (1994) 3, pp. 279-297
Persistent link: https://www.econbiz.de/10001157662
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Estimating moving average parameters : classical pileups and Bayesian posteriors
DeJong, David Neil - In: Journal of business & economic statistics : JBES ; a … 11 (1993) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001146831