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Interpreting long-horizon estimates in predictive regressions

Hjalmarsson, Erik - 2008

Persistent link: https://www.econbiz.de/10003997782

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

Predicting global stock returns

Hjalmarsson, Erik - 2008

Persistent link: https://www.econbiz.de/10008990364

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

New methods for inference in long-run predictive regressions

Hjalmarsson, Erik - 2006

Persistent link: https://www.econbiz.de/10003336051

Should we expect significant out-of-sample results when predicting stock returns

Hjalmarsson, Erik - 2006

Persistent link: https://www.econbiz.de/10003297468

Should we expect significant out-of-sample results when predicting stock returns?

Hjalmarsson, Erik - In: Stock returns : cyclicity, prediction and economic …, (pp. 269-274). 2009

Persistent link: https://www.econbiz.de/10003945039

Panel data tests of return models with applications to global stock returns

Hjalmarsson, Erik - 2005

Persistent link: https://www.econbiz.de/10003553376

Testing Return Predictability with the Dividend-Growth Equation : An Anatomy of the Dog

Hjalmarsson, Erik - 2019

The dividend-growth based test of return predictability, proposed by Cochrane [2008, Review of Financial Studies 21, 1533-1575], is similar to a likelihood-based test of the standard return-predictability model, treating the autoregressive parameter of the dividend-price ratio as known. In...

Persistent link: https://www.econbiz.de/10012868666

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