New Methods for Inference in Long-Horizon Regressions

By Erik Hjalmarsson. 2011

73 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/a83c0f85ccba281e10574fa57b892c6183173cb4

Citations in the corpus

• Robust econometric inference for stock return predictability (2011, unknown): “On the other hand, some recent studies cast doubt on this prevailing view (see Valkanov 2003; Torous, Valkanov, and Yan 2004; Ang and Bekaert 2007; Boudoukh, Richardson, and Whitelaw 2008; Hjalmarsson 2011).”
• Predictive regression under various degrees of persistence and robust long-horizon regression (2013, unknown): “As discussed in Hjalmarsson (2011), Eq.”