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Testing the predictability of stock returns
Lanne, Markku - 2000
Persistent link: https://www.econbiz.de/10001529323
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Testing the predictability of stock returns
Lanne, Markku - In: The review of economics and statistics 84 (2002) 3, pp. 407-415
Persistent link: https://www.econbiz.de/10001691395
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Is the quantity theory of money useful in forecasting US infl ation?
Lanne, Markku; Luoto, Jani; Nyberg, Henri - 2014
Persistent link: https://www.econbiz.de/10010394573
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The properties of market-based and survey forecasts for different data releases
Lanne, Markku (contributor) - 2007
Persistent link: https://www.econbiz.de/10003465751
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Prediction of temporally aggregated systems involving both stock and flow variables
Lütkepohl, Helmut - In: Statistical papers 30 (1989) 4, pp. 279-293
Persistent link: https://www.econbiz.de/10001083008
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Prediction tests for structural stability of multiple time series
Lütkepohl, Helmut - In: Journal of business & economic statistics : JBES ; a … 7 (1989) 1, pp. 129-135
Persistent link: https://www.econbiz.de/10001090220
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - 1999
Persistent link: https://www.econbiz.de/10001413243
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Forecasting aggregates and aggregating forecasts
Lütkepohl, Helmut - 1982
Persistent link: https://www.econbiz.de/10000072810
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Comparison of the forecasting performance of methods for fitting autoregressive models
Lütkepohl, Helmut - 1984
Persistent link: https://www.econbiz.de/10000073449
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Forecasting cointegrated VARMA processes
Lütkepohl, Helmut - In: A companion to economic forecasting, (pp. 179-205). 2002
Persistent link: https://www.econbiz.de/10001893076