Short-horizon return predictability and oil prices (Q5745653): Difference between revisions

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+W2049909390
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+Normal rank
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+Recent developments in bootstrapping time series
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+Q3368279
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+Normal rank
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+Tests of equal forecast accuracy and encompassing for nested models
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+Evaluating Direct Multistep Forecasts
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+Common risk factors in the returns on stocks and bonds
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+What is an oil shock?
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+In-Sample or Out-of-Sample Tests of Predictability: Which One Should We Use?
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+Asymptotics for out of sample tests of Granger causality
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+A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
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+Automatic Lag Selection in Covariance Matrix Estimation
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+Publication:5745653