UB Paderborn / Katalog / Suche / in CDI

Sortiert nach

Einfacher Volltextzugriff von (fast) überall

Installieren Sie die LibKey Nomad-Browsererweiterung und erhalten Sie von vielen Webseiten einfachen Zugriff auf lizenzierte Volltexte oder Open Access Publikationen. Mehr erfahren...

What Is the False Discovery Rate in Empirical Research?

Econ journal watch, 2024-03, Vol.21 (1), p.92

Engsted, Tom

2024

Volltextzugriff (PDF)

A revival of the autoregressive distributed lag model in estimating energy demand relationships

Energy (Oxford), 2001, Vol.26 (1), p.45-55

2001

Volltextzugriff (PDF)

The dividend–price ratio does predict dividend growth: International evidence

Journal of empirical finance, 2010-09, Vol.17 (4), p.585-605

2010

Volltextzugriff (PDF)

FAMA ON BUBBLES

Journal of economic surveys, 2016-04, Vol.30 (2), p.370-376

Engsted, Tom

2016

Volltextzugriff (PDF)

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

Foundations and trends in econometrics, 2024-02, Vol.13 (1), p.1-66

2024

Volltextzugriff (PDF)

Bias-correction in vector autoregressive models: A simulation study

Econometrics, 2014-03, Vol.2 (1), p.45-71

2014

Volltextzugriff (PDF)

Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries

Journal of international money and finance, 2015-05, Vol.53, p.257-275

2015

Volltextzugriff (PDF)

Testing for rational bubbles in a coexplosive vector autoregression

The econometrics journal, 2012-06, Vol.15 (2), p.226-254

2012

Volltextzugriff (PDF)

Explosive bubbles in house prices? Evidence from the OECD countries

Journal of international financial markets, institutions & money, 2016-01, Vol.40, p.14-25

2016

Volltextzugriff (PDF)

The Yield Spread and Bond Return Predictability in Expansions and Recessions

The Review of financial studies, 2021-06, Vol.34 (6), p.2773-2812

2021

Volltextzugriff (PDF)

Pitfalls in VAR based return decompositions: A clarification

Journal of banking & finance, 2012-05, Vol.36 (5), p.1255-1265

2012

Volltextzugriff (PDF)

Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak

The journal of economic methodology, 2009-12, Vol.16 (4), p.393-408

Engsted, Tom

2009

Volltextzugriff (PDF)

The Log-Linear Return Approximation, Bubbles, and Predictability

Journal of financial and quantitative analysis, 2012-06, Vol.47 (3), p.643-665

2012

Volltextzugriff (PDF)

Explosive bubbles in the cointegrated VAR model

Finance research letters, 2006-06, Vol.3 (2), p.154-162

Engsted, Tom

2006

Volltextzugriff (PDF)

Housing market volatility in the OECD area: Evidence from VAR based return decompositions

Journal of macroeconomics, 2014-12, Vol.42, p.91-103

2014

Volltextzugriff (PDF)

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

SSRN Electronic Journal, 2023

2023

Volltextzugriff (PDF)

Cross-sectional consumption-based asset pricing: A reappraisal

Economics letters, 2015-07, Vol.132, p.101-104

2015

Volltextzugriff (PDF)

The Comovement of US and UK Stock Markets

European financial management : the journal of the European Financial Management Association, 2004-12, Vol.10 (4), p.593-607

2004

Volltextzugriff (PDF)

Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model

Journal of empirical finance, 2012-03, Vol.19 (2), p.241-253

2012

Volltextzugriff (PDF)

The comovement of US and German bond markets

International review of financial analysis, 2007, Vol.16 (2), p.172-182

2007

Volltextzugriff (PDF)

Measures of Fit for Rational Expectations Models

Journal of economic surveys, 2002-07, Vol.16 (3), p.301-355

Engsted, Tom

2002

Volltextzugriff (PDF)

The Danish stock and bond markets: comovement, return predictability and variance decomposition

Journal of empirical finance, 2001-07, Vol.8 (3), p.243-271

2001

Volltextzugriff (PDF)

Misspecification versus bubbles in hyperinflation data: comment

Journal of international money and finance, 2003-08, Vol.22 (4), p.441-451

Engsted, Tom

2003

Volltextzugriff (PDF)

Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors

Applied financial economics, 1997-12, Vol.7 (6), p.659-665

1997

Volltextzugriff (PDF)

Habit formation, surplus consumption and return predictability: International evidence

Journal of international money and finance, 2010-11, Vol.29 (7), p.1237-1255

2010

Volltextzugriff (PDF)

1 – 25 von 93

Menü

Weitere Dienste

Einstellungen

What Is the False Discovery Rate in Empirical Research?

A revival of the autoregressive distributed lag model in estimating energy demand relationships

The dividend–price ratio does predict dividend growth: International evidence

FAMA ON BUBBLES

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

Bias-correction in vector autoregressive models: A simulation study

Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries

Testing for rational bubbles in a coexplosive vector autoregression

Explosive bubbles in house prices? Evidence from the OECD countries

The Yield Spread and Bond Return Predictability in Expansions and Recessions

Pitfalls in VAR based return decompositions: A clarification

Statistical vs. economic significance in economics and econometrics: further comments on McCloskey and Ziliak

The Log-Linear Return Approximation, Bubbles, and Predictability

Explosive bubbles in the cointegrated VAR model

Housing market volatility in the OECD area: Evidence from VAR based return decompositions

Non-Experimental Data, Hypothesis Testing, and the Likelihood Principle: A Social Science Perspective

Cross-sectional consumption-based asset pricing: A reappraisal

The Comovement of US and UK Stock Markets

Return predictability and intertemporal asset allocation: Evidence from a bias-adjusted VAR model

The comovement of US and German bond markets

Measures of Fit for Rational Expectations Models

The Danish stock and bond markets: comovement, return predictability and variance decomposition

Misspecification versus bubbles in hyperinflation data: comment

Common stochastic trends in international stock prices and dividends: an example of testing overidentifying restrictions on multiple cointegration vectors

Habit formation, surplus consumption and return predictability: International evidence

Suchergebnisse filtern