Concepedia
Energy Economics · 2023 · 11 citations · 59 references
59
A Comprehensive Look at The Empirical Performance of Equity Premium Prediction
Ivo Welch, Amit Goyal · Review of Financial Studies · 2007 · 4K citations
Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?
John Y. Campbell, Samuel B. Thompson · Review of Financial Studies · 2007 · 2.9K citations
Approximately normal tests for equal predictive accuracy in nested models
Todd E. Clark, Kenneth D. West · Journal of Econometrics · 2006 · 2.4K citations
Backtesting, Predictive Analytics, Biostatistics +4
THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*
Lutz Kilian, Cheolbeom Park · International Economic Review · 2009 · 1.8K citations
Empirical Finance, Economics, Financial Economics +12
Predictive regressions
Robert F. Stambaugh · Journal of Financial Economics · 1999 · 1.7K citations · Full text
Econometric Model, Economics, Asset Pricing +11