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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
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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
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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