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Regression based estimation of dynamic asset pricing models
Adrian, Tobias
;
Crump, Richard K.
;
Mönch, Emanuel
-
2015
Persistent link: https://www.econbiz.de/10010509481
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2
Can we automate earnings forecasts and beat analysts?
Ball, Ryan
;
Ghysels, Eric
;
Zhou, Huan
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2014
Persistent link: https://www.econbiz.de/10010440189
Saved in:
3
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
4
Long term impact of compensatory preschool on health and behavior : evidence from head start
Carneiro, Pedro
;
Ginja, Rita
-
2012
Persistent link: https://www.econbiz.de/10009512181
Saved in:
5
U-MIDAS : MIDAS regressions with unrestricted lag polynomials
Foroni, Claudia
;
Marcellino, Massimiliano
;
Schumacher, …
-
2012
Persistent link: https://www.econbiz.de/10009512876
Saved in:
6
Nonlinearities in the oil price-output relationship
Kilian, Lutz
;
Vigfusson, Robert J.
-
2011
Persistent link: https://www.econbiz.de/10008859151
Saved in:
7
A unifying approach to the empirical evaluation of asset pricing models
Peñaranda, Francisco
;
Sentana, Enrique
-
2010
Persistent link: https://www.econbiz.de/10008656170
Saved in:
8
Diagnosing discrimination : stock returns and CEO gender
Wolfers, Justin
-
2006
Persistent link: https://www.econbiz.de/10003294351
Saved in:
9
Money at low frequencies
Assenmacher-Wesche, Katrin
;
Gerlach, Stefan
-
2006
Persistent link: https://www.econbiz.de/10003388692
Saved in:
10
Reconciling the return predictability evidence : in-sample forecasts, out-of-sample forecasts, and parameter instability
Lettau, Martin
;
Nieuwerburgh, Stijn van
-
2005
Persistent link: https://www.econbiz.de/10003226085
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