Pages that link to "Item:Q3114845"

The following pages link to Predicting the Equity Premium with Dividend Ratios (Q3114845):

Displaying 26 items.

• Approximately normal tests for equal predictive accuracy in nested models (Q277173) (← links)
• Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis (Q291848) (← links)
• Rolling window selection for out-of-sample forecasting with time-varying parameters (Q341889) (← links)
• The Bierens test for certain nonstationary models (Q736671) (← links)
• Strategic asset allocation with liabilities: beyond stocks and bonds (Q844772) (← links)
• The macroeconomic and fiscal implications of inflation forecast errors (Q1657640) (← links)
• Stock prices-inflation puzzle and the predictability of stock market returns (Q1929032) (← links)
• Reexamining time-varying bond risk premia in the post-financial crisis era (Q2007866) (← links)
• Boosting high dimensional predictive regressions with time varying parameters (Q2043255) (← links)
• Testing for episodic predictability in stock returns (Q2116325) (← links)
• Asymmetries in risk premia, macroeconomic uncertainty and business cycles (Q2136937) (← links)
• Detection of structural breaks in a time-varying heteroskedastic regression model (Q2276169) (← links)
• Estimating the term structure of commodity market preferences (Q2286907) (← links)
• The learning premium (Q2299391) (← links)
• Predictive quantile regressions under persistence and conditional heteroskedasticity (Q2330756) (← links)
• Robust portfolio rules and detection-error probabilities for a mean-reverting risk premium (Q2496230) (← links)
• ESTIMATION AND INFERENCE FOR VARYING-COEFFICIENT MODELS WITH NONSTATIONARY REGRESSORS USING PENALIZED SPLINES (Q3450346) (← links)
• Portfolio Choice and Estimation Risk. A Comparison of Bayesian to Heuristic Approaches (Q3632865) (← links)
• Forecasting stock market returns over multiple time horizons (Q4554237) (← links)
• Does a lot help a lot? Forecasting stock returns with pooling strategies in a data‐rich environment (Q4687660) (← links)
• On empirical likelihood test for predictability (Q5078128) (← links)
• Stock volatility predictability in bull and bear markets (Q5139219) (← links)
• Homogeneous vs. heterogeneous transition functions in panel smooth transition regressions (Q5861044) (← links)
• A reexamination of stock return predictability (Q5964757) (← links)
• Penetrating sporadic return predictability (Q6090551) (← links)
• Evaluating forecast performance with state dependence (Q6090570) (← links)