Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Stock, James H.
1994.
Vol. 4,
Issue. ,
p.
2739.
Cavanagh, Christopher L.
Elliott, Graham
and
Stock, James H.
1995.
Inference in Models with Nearly Integrated Regressors.
Econometric Theory,
Vol. 11,
Issue. 5,
p.
1131.
Stock, James H.
1996.
VAR, ERROR CORRECTION AND PRETEST FORECASTS AT LONG HORIZONS.
Oxford Bulletin of Economics and Statistics,
Vol. 58,
Issue. 4,
p.
685.
Wright, Jonathan H.
1996.
Structural stability tests in the linear regression model when the regressors have roots local to unity.
Economics Letters,
Vol. 52,
Issue. 3,
p.
257.
Bekaert, Geert
Hodrick, Robert J.
and
Marshall, David A.
1997.
On biases in tests of the expectations hypothesis of the term structure of interest rates.
Journal of Financial Economics,
Vol. 44,
Issue. 3,
p.
309.
Maddala, G. S.
1998.
Recent Developments in Dynamic Econometric Modelling: A Personal Viewpoint.
Political Analysis,
Vol. 7,
Issue. ,
p.
59.
Lanne, Markku
1999.
Near Unit Roots and the Predictive Power of Yield Spreads for Changes in Long-Term Interest Rates.
Review of Economics and Statistics,
Vol. 81,
Issue. 3,
p.
393.
Campbell, J. Y.
and
Viceira, L. M.
1999.
Consumption and Portfolio Decisions when Expected Returns are Time Varying.
The Quarterly Journal of Economics,
Vol. 114,
Issue. 2,
p.
433.
Stambaugh, Robert F.
1999.
Predictive regressions.
Journal of Financial Economics,
Vol. 54,
Issue. 3,
p.
375.
Paparoditis, Efstathios
and
Politis, Dimitris N.
2000.
Large-sample inference in the general AR(1) model.
Test,
Vol. 9,
Issue. 2,
p.
487.
Wolf, Michael
2000.
Stock Returns and Dividend Yields Revisited: A New Way to Look at an Old Problem.
Journal of Business & Economic Statistics,
Vol. 18,
Issue. 1,
p.
18.
Cremers, Martijn Martijn
2001.
Stock Return Predictability: A Bayesian Model Selection Perspective.
SSRN Electronic Journal ,
Berkowitz, Jeremy
and
Giorgianni, Lorenzo
2001.
Long-Horizon Exchange Rate Predictability?.
Review of Economics and Statistics,
Vol. 83,
Issue. 1,
p.
81.
Romano, Joseph P.
and
Wolf, Michael
2001.
Subsampling Intervals in Autoregressive Models with Linear Time Trend.
Econometrica,
Vol. 69,
Issue. 5,
p.
1283.
Buraschi, Andrea
and
Menini, Davide
2002.
Liquidity risk and specialness.
Journal of Financial Economics,
Vol. 64,
Issue. 2,
p.
243.
Campbell, John Y.
and
Yogo, Motohiro
2002.
Efficient Tests of Stock Return Predictability.
SSRN Electronic Journal ,
Lanne, Markku
2002.
Testing the Predictability of Stock Returns.
Review of Economics and Statistics,
Vol. 84,
Issue. 3,
p.
407.
Busetti, Fabio
and
Taylor, A.M.Robert
2003.
Testing against stochastic trend and seasonality in the presence of unattended breaks and unit roots.
Journal of Econometrics,
Vol. 117,
Issue. 1,
p.
21.
Goyal, Amit
and
Santa‐Clara, Pedro
2003.
Idiosyncratic Risk Matters!.
The Journal of Finance,
Vol. 58,
Issue. 3,
p.
975.
Jansson, Michael
and
Moreira, Marcelo J.
2004.
Optimal Inference in Regression Models with Nearly Integrated Regressors.
SSRN Electronic Journal,