Michalis P. Stamatogiannis

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Michalis P. Stamatogiannis Q301968



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Taking stock of long-horizon predictability tests: are factor returns predictable?
Journal of Econometrics
2023-11-17Paper
The finite-sample effects of VAR dimensions on OLS bias, OLS variance, and minimum MSE estimators
Journal of Econometrics
2016-07-04Paper


Research outcomes over time


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