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~person:"Hjalmarsson, Erik"
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Hjalmarsson, Erik
Phillips, Peter C. B.
142
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99
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82
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ECONIS (ZBW)
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Long-run predictability tests are even worse than you thought
Hjalmarsson, Erik
;
Kiss, Tamás
- In:
Journal of applied econometrics
37
(
2022
)
7
,
pp. 1334-1355
Persistent link: https://www.econbiz.de/10013473977
Saved in:
2
Testing return predictability with the dividend-growth equation : an anatomy of the dog
Hjalmarsson, Erik
;
Kiss, Tamás
-
2019
Persistent link: https://www.econbiz.de/10012064768
Saved in:
3
Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik
-
2008
Persistent link: https://www.econbiz.de/10003997782
Saved in:
4
The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik
-
2007
Persistent link: https://www.econbiz.de/10003997742
Saved in:
5
New methods for inference in long-run predictive regressions
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003336051
Saved in:
6
Predictive regressions with panel data
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003393540
Saved in:
7
Estimation of average local-to-unity roots in heterogenous panels
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003297466
Saved in:
8
Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik
-
2006
Persistent link: https://www.econbiz.de/10003297467
Saved in:
9
Predictive regressions with panel data
Hjalmarsson, Erik
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569981
Saved in:
10
On the predictability of global stock returns
Hjalmarsson, Erik
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002569991
Saved in:
11
New methods for inference in long-horizon regressions
Hjalmarsson, Erik
- In:
Journal of financial and quantitative analysis : JFQA
46
(
2011
)
3
,
pp. 815-839
Persistent link: https://www.econbiz.de/10009384976
Saved in:
12
The Stambaugh bias in panel predictive regressions
Hjalmarsson, Erik
- In:
Finance research letters
5
(
2008
)
1
,
pp. 47-58
Persistent link: https://www.econbiz.de/10003751283
Saved in:
13
Interpreting long-horizon estimates in predictive regressions
Hjalmarsson, Erik
- In:
Finance research letters
5
(
2008
)
2
,
pp. 104-117
Persistent link: https://www.econbiz.de/10003751339
Saved in:
14
Fully modified estimation with nearly integrated regressors
Hjalmarsson, Erik
- In:
Finance research letters
4
(
2007
)
2
,
pp. 92-94
Persistent link: https://www.econbiz.de/10003477213
Saved in:
15
Panel data tests of return models with applications to global stock returns
Hjalmarsson, Erik
-
2005
Persistent link: https://www.econbiz.de/10003553376
Saved in:
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