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Instability of return prediction models Author info | Abstract | Publisher info | Download info | Related research | Statistics Paye, Bradley S. Timmermann, Allan Additional information is available for the following
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Article provided by Elsevier in its journal Journal of Empirical Finance .
Volume (Year): 13 (2006)Issue (Month): 3 (June)Pages: 274-315Download reference. The following formats are available: HTML
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Handle: RePEc:eee:empfin:v:13:y:2006:i:3:p:274-315Contact details of provider: http://www.elsevier.com/locate/jempfin
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Cited by :explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Learning, structural instability and present value calculations Computing in Economics and Finance 2006
529, Society for Computational Economics.
[Downloadable!]
Pesaran, M.H. & Pettenuzzo, D. & Timmermann, A., 2006.
"Learning, Structural Instability and Present Value Calculations Cambridge Working Papers in Economics
0602, Faculty of Economics, University of Cambridge.
[Downloadable!] Pesaran, Hashem & Pettenuzzo, Davide & Timmermann, Allan, 2006.
"Learning, structural instability and present value calculations Discussion Paper Series 1: Economic Studies
2006,27, Deutsche Bundesbank, Research Centre.
[Downloadable!] Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Learning, Structural Instability and Present Value Calculations IEPR Working Papers
06.42, Institute of Economic Policy Research (IEPR).
[Downloadable!] M. Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2006.
"Learning, Structural Instability and Present Value Calculations CESifo Working Paper Series
CESifo Working Paper No. , CESifo Group Munich.
[Downloadable!] Hashem Pesaran & Davide Pettenuzzo & Allan Timmermann, 2007.
"Learning, Structural Instability, and Present Value Calculations Econometric Reviews ,
Taylor and Francis Journals, vol. 26(2-4), pages 253-288.
[Downloadable!] (restricted) Schrimpf, Andreas, 2008.
"International Stock Return Predictability Under Model Uncertainty ZEW Discussion Papers
08-048, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
[Downloadable!]
Benjamin Chiquoine & Erik Hjalmarsson, 2008.
"Jackknifing stock return predictions International Finance Discussion Papers
932, Board of Governors of the Federal Reserve System (U.S.).
[Downloadable!]
Hartmann, Daniel & Kempa, Bernd & Pierdzioch, Christian, 2006.
"Economic and Financial Crises and the Predictability of U.S. Stock Returns MPRA Paper
561, University Library of Munich, Germany, revised Apr 2007.
[Downloadable!]
Massimo Guidolin & Carrie Fangzhou Na, 2007.
"The economic and statistical value of forecast combinations under regime switching: an application to predictable U.S. returns Working Papers
2006-059, Federal Reserve Bank of St. Louis.
[Downloadable!]
Tom Engsted & Thomas Q. Pedersen, 2009.
"The dividend-price ratio does predict dividend growth: International evidence CREATES Research Papers
2009-36, School of Economics and Management, University of Aarhus.
[Downloadable!]
Anisha Ghosh & Oliver Linton, 2009.
"Consistent estimation of the risk-return tradeoff in the presence of measurement error Economics Working Papers
we094928, Universidad Carlos III, Departamento de Economía.
[Downloadable!]
Waldenström, Daniel & Frey, Bruno S., 2006.
"Using Markets to Measure Pre-War Threat Assessments: The Nordic Countries Facing World War II Working Paper Series
676, Research Institute of Industrial Economics.
[Downloadable!]
John M Maheu & Thomas H McCurdy, 2007.
"How useful are historical data for forecasting the long-run equity return distribution? Working Papers
tecipa-293, University of Toronto, Department of Economics.
[Downloadable!]
John M. Maheu & Thomas H. McCurdy, 2007.
"How useful are historical data for forecasting the long-run equity return distribution? Working Paper Series
19-07, Rimini Centre for Economic Analysis, revised Jul 2007.
[Downloadable!] Maheu, John M. & McCurdy, Thomas H., 2009.
"How Useful are Historical Data for Forecasting the Long-Run Equity Return Distribution? Journal of Business & Economic Statistics ,
American Statistical Association, vol. 27, pages 95-112.
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