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The equity premium : a deeper puzzle

Azeredo, Francisco - In: Annals of finance 10 (2014) 3, pp. 347-373

Persistent link: https://www.econbiz.de/10010399838

Dynamic econometrics in action: a biography of David F. Hendry

Ericsson, Neil R. - 2021

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Are fluctuations in natural gas consumption per capita transitory? : evidence from time series and panel unit root tests

Shahbaz, Muhammad; Khraief, Naceur; Mahalik, Mantu Kumar; … - 2014

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A unit root test with multiple trend breaks : a theory and an application to us and Japanese macroeconomic time-series

Ohara, Hidetaka I. - In: The Japanese economic review : the journal of the … 50 (1999) 3, pp. 266-290

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The permanent or transitory nature of shocks to tourism expenditures and receipts : evidence from new panel stationarity tests with breaks and factors

Payne, James E.; Nazlıoğlu, Şaban - In: Tourism economics : the business and finance of tourism … 29 (2023) 6, pp. 1518-1532

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A note on updating forecasts when new information arrives between two periods

Chen, Pu - 2009

In this note the author discusses the problem of updating forecasts in a time-discrete forecasting model when information arrives between the current period and the next period. To use the information that arrives between two periods, he assumes that the process between two periods can be...