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Some curious power properties of long-horizon tests
Hjalmarsson, Erik - In: Finance research letters 9 (2012) 2, pp. 81-91
Persistent link: https://www.econbiz.de/10009615896
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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
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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
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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