Narrow search
Showing 1 - 10 of 176
Cover Image
Robust tests of the unit root hypothesis should not be "modified"
Thompson, Samuel B. - In: Econometric theory 20 (2004) 2, pp. 360-381
Persistent link: https://www.econbiz.de/10001988191
Cover Image
Optimal versus robust inference in nearly integrated non-Gaussian models
Thompson, Samuel B. - In: Econometric theory 20 (2004) 1, pp. 23-55
Persistent link: https://www.econbiz.de/10001904742
Cover Image
Cross-sectional forecasts of the equity premium
Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
Cover Image
Optimal versus robust inference in nearly integrated non Gaussian models
Thompson, Samuel B. (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001875112
Cover Image
Why long horizons? : a study of power against persistent alternatives
Campbell, John Y. - 1993
Persistent link: https://www.econbiz.de/10000879027
Cover Image
Consumption and the stock market : interpreting international experience
Campbell, John Y. - 1996
Persistent link: https://www.econbiz.de/10000592275
Cover Image
Intertemporal asset pricing without consumption data
Campbell, John Y. - National Bureau of Economic Research - 1992
Persistent link: https://www.econbiz.de/10000136599
Cover Image
Asset prices, consumption, and the business cycle
Campbell, John Y. - 1998
Persistent link: https://www.econbiz.de/10000659469
Cover Image
Does saving anticipate declining labor income? : an alternative test of the permanent income hypothesis
Campbell, John Y. - 1986
Persistent link: https://www.econbiz.de/10000693357
Cover Image
A variance decomposition for stock returns
Campbell, John Y. - 1990
Persistent link: https://www.econbiz.de/10000784199