This chapter develops a return forecasting methodology that allows for instability in the relationship between stock returns and predictor variables, model uncertainty, and parameter estimation uncertainty. The predictive regression specification that is put forward allows for occasional...

Consumer products and services can often be described as mixtures of ingredients. Examples are the mixture of ingredients in a cocktail and the mixture of different components of waiting time (e.g., in-vehicle and out-of-vehicle travel time) in a transportation setting. Choice experiments may...