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publications

(8)   

• Characterization of the exact finite-sample distribution of a routine test statistic for non-nested regressions
  J. Szroeter Statistics \& Probability Letters29(1):9--14Aug1996.
  to Non-nested regressions by smicha on Apr 23, 2008, 10:05 PM
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• MSEM dominance of estimators in two seemingly unrelated regressions
  Jinshan Liu Journal of Statistical Planning and Inference88(2):255--266Aug2000.
  to unrelated Seemingly regressions by smicha on Apr 23, 2008, 10:05 PM
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• Why long horizons?: A study of power against persistent alternatives
  John Y. Campbell Journal of Empirical Finance8(5):459--491Dec2001.
  to regressions Long-horizon by smicha on Apr 23, 2008, 10:05 PM
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• Fitting multiple change-point models to data
  Douglas M. Hawkins Computational Statistics \& Data Analysis37(3):323--341Sep2001.
  to Segmented regressions by smicha on Apr 23, 2008, 2:55 PM
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• Forecasting performance of multivariate time series models with full and reduced rank: an empirical examination
  Zijun Wang and David A. Bessler International Journal of Forecasting20(4):683--695002004.
  to rank regressions Reduced by smicha on Apr 22, 2008, 3:17 PM
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• Long-horizon regressions: theoretical results and applications
  Rossen Valkanov Journal of Financial Economics68(2):201--232May2003.
  to regressions Predictive by smicha on Apr 22, 2008, 3:17 PM
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• Predicting returns with financial ratios
  Jonathan Lewellen Journal of Financial Economics74(2):209--235Nov2004.
  to regressions Predictive by smicha on Apr 22, 2008, 3:17 PM
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• Deterministic seasonal models and spurious regressions
  Tilak Abeysinghe Journal of Econometrics61(2):259--272Apr1994.
  to Spurious regressions by smicha on Apr 21, 2008, 10:02 PM
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