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An iterated GMM procedure for estimating the Campbell-Cochrane habit formation model, with an application to Danish Stock and bond returns
Engsted, Tom; Møller, Stig V. - In: International journal of finance & economics : IJFE 15 (2010) 3, pp. 213-228
Persistent link: https://www.econbiz.de/10008433160
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The dividend–price ratio does predict dividend growth: International evidence
Engsted, Tom; Pedersen, Thomas Q. - In: Journal of empirical finance 17 (2010) 4, pp. 585-606
Persistent link: https://www.econbiz.de/10008436086
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Habit formation, surplus consumption and return predictability: International evidence
Engsted, Tom; Hyde, Stuart; Møller, Stig V. - In: Journal of international money and finance 29 (2010) 7, pp. 1237-1256
Persistent link: https://www.econbiz.de/10008455000
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Money Demand During Hyperinflation: Cointegration, Rational Expectations, and the Importance of Money Demand Shocks
Engsted, Tom - In: Journal of macroeconomics 20 (1998) 3, pp. 533-552
Persistent link: https://www.econbiz.de/10007694193
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Granger's representation theorem and multicointegration
Engsted, Tom - 1997
Persistent link: https://www.econbiz.de/10013420118